Course Page

Derivative Securities

Course Number:

70497


Faculty

Lars-Alexander Kuehn, kuehn@cmu.edu


Program

Undergraduate Business


Concentrations

Finance


Course Description

In this course students will learn how to price derivative securities such as futures, options, volatility derivatives and credit default swaps. In addition to covering canonical valuation formulae, students will use numerical simulation methods. The course will also cover various aspects of using derivative securities for risk management purposes. The emphasis of the course lies in solving practical applications using Excel.

Format

Lecture: 100min/wk and Recitation: 50min/wk


Pre-requisites

None