15.437 Options and Futures Markets
Examines the economic role of options and futures markets. Topics include determinants of forward and futures prices, hedging and synthetic asset creation with futures, uses of options in investment strategies, relation between puts and calls, option valuation using binomial trees and Monte Carlo simulation, implied binomial trees, advanced hedging techniques, exotic options, and applications to corporate securities and other financial instruments. Meets with 15.4371 when offered concurrently. Expectations and evaluation criteria differ for students taking graduate version; consult syllabus or instructor for specific details.
15.437 will not be offered this semester. It will be available in the Fall semester, and will be instructed by S. Kogan.
Lecture occurs 1:00 PM to 2:30 PM on Tuesdays and Thursdays in E51-395.
This class counts for a total of 9 credits.
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