15.4371 Options and Futures Markets

Class Info

Develops economic intuition and technical skills, which increase understanding of how to use derivatives for investment and risk management purposes, and how to hedge and price them. 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 15.437 when offered concurrently. Expectations and evaluation criteria differ for students taking graduate version; consult syllabus or instructor for specific details.

This class has 15.417 as a prerequisite.

15.4371 will not be offered this semester. It will be available in the Fall semester.

Lecture occurs 2:30 PM to 4:00 PM on Tuesdays and Thursdays in E51-395.

This class counts for a total of 9 credits.

You can find more information at the MIT + 15.4371 - Google Search site.

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