Covers pricing and uses of common derivatives such as options, forwards, futures, and swaps, with outcomes in no-arbitrage derivation, trading strategies, and risk hedging.
Recent recorded grades — Fall 2024: 3.49 GPA, 68.5% A/AB (n=92 letter grades); Fall 2025: 3.53 GPA, 79.2% A/AB (n=120 letter grades); Spring 2026: 3.50 GPA, 75.8% A/AB (n=120 letter grades). Includes jointly taught sections.
Derivative Securities: Theory and Practice covers pricing and uses of options, forwards, futures, and ETFs, emphasizing portfolio trading via an online platform with mathematical and statistical analysis.
Recent recorded grades — Fall 2024: 3.57 GPA, 86.7% A/AB (n=15 letter grades); Fall 2025: 3.67 GPA, 88.9% A/AB (n=9 letter grades); Spring 2026: 3.74 GPA, 92.0% A/AB (n=25 letter grades).