| Course Number |
Course Title |
Course Description |
|
ACE 428 |
Commodity
Futures and Options Markets |
Development of futures trading; operation and governance of
commodity exchanges; economic functions of futures trading;
operational procedures and problems in using futures markets;
public regulation of futures trading; evaluation of market
performance. Field trips required; see Class Schedule for
approximate cost. Prerequisite:
ACE 100 or
ECON 102 |
|
ACE 528 |
Research in
Futures Markets |
Research literature on commodity futures and options markets,
both theoretical and empirical; topics include: supply of
storage, basis models, theory of the firm and hedging under
uncertainty, optimal hedging, speculative returns, market
performance, pricing efficiency and option pricing.
Prerequisite:
ACE 328 or equivalent, and
ECON 500 or equivalent. |
|
ACE 592-CR3 |
Topics in
Managerial Decision-Making |
|
|
FIN 412 |
Options and Futures Markets |
Introduction of options and futures markets for financial
assets; examination of institutional aspects of the markets;
theories of pricing; discussion of simple as well as complicated
trading strategies (arbitrage, hedging and spread); applications
for asset and risk management. 3 undergraduate hours.
Prerequisite:
FIN 300, or consent of instructor. |
|
FIN 512 |
Financial Derivatives |
Introduction to options, futures, swaps and other derivative
securities; examination of institutional aspects of the markets;
theories of pricing; discussion of simple as well as complicated
trading strategies (arbitrage, hedging, and spread);
applications for asset and risk management. Prerequisite:
FIN 520; or
MBA 505 - Section G (Financial Markets and Institutions); or
consent of instructor. |
