Course Descriptions - Undergraduate Calendar 2017-2018

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MATBUS 470 LAB,LEC 0.50Course ID: 013755
Overview of the derivatives markets. Pricing of derivatives, including futures, forwards, swaps, and options. Hedging vs. speculating. Option Greeks. Trading strategies. Case studies.
Prereq: (One of AFM 372/ACTSC 391, ACTSC 371, BUS 393W), (STAT 334 or (STAT 330 and 333)).
Antireq: AFM 322/474, ACTSC/STAT 446, BUS 423W, ECON 372

MATBUS 471 LAB,LEC 0.50Course ID: 013865
Fixed Income Securities
Analysis of fixed income securities. Duration, convexity. Structured products. Market characteristics. Valuation of bonds with embedded options. Accounting and taxation issues.
Prereq: ACTSC 231 and (ACTSC 372 or BUS 393W) or AFM 372/ACTSC 391; Business/Math double degree, Math/Accounting, or Math/Financial Analysis and Risk Management students only.
Antireq: AFM 425/475, BUS 449W
Also offered Online

MATBUS 472 LAB,LEC 0.50Course ID: 013866
Risk Management
Principles of Risk Management. Market, credit and operational risk management. Risk measures. Hedging strategies and risks in hedging. Credit migration. Global financial market regulation. Case studies.
Prereq: One of ACTSC 372, AFM 372/ACTSC 391, BUS 393W; Business/Math double degree, Math/CPA, or Math/Financial Analysis and Risk Management students only.
Antireq: ACTSC 445, AFM 422, BUS 433W