FIN 416

spring 2025
 
All Classes

Credit: 3 hours.

Building upon the basic options knowledge gained in FIN 412, this course covers volatility trading looking not only at the CBOE VIX product and OTC variance swaps, but also the application of volatility trading across all asset classes with listed products. The most topical options and derivatives structures such as risk parity, risk premia capture, alternative risk premia and volatility targeting are explored at the conclusion of the course.

3 undergraduate hours. No graduate credit. Prerequisite: FIN 300 and FIN 412.

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