University Catalog 2014-2015

University of Colorado Boulder

FNCE-4040 (3) Derivative Securities

Develops the modern theory of contingent claims in a mathematical framework oriented toward applications. Examines how to use derivatives for risk management and to tailor portfolio payoffs. Provides an in-depth analysis of the properties of options. Prerequisites: Requires prerequisite course of FNCE 3010 (minimum grade D-). Restricted to Business majors with 52-180 units completed.