Fordham University            The Jesuit University of New York
 


Hedging and Derivatives

Hedging and Derivatives


This course focuses on market risk; its sources and means for managing it. Tools and techniques for hedging both linear and non-linear models are covered, including through the use of options and other derivative instruments. Many of the skills learned in the financial econometrics class will be applied here. Managing market risk in a portfolio context will be explored including a discussion of techniques appropriate for traditional (long only) portfolio management as well as more sophisticated (hedge fund) environments. In addition, specialized topics may be introduced, including mortgages and swaptions, the hedging of exotic options, and static option replication techniques.

Professors: Raymar 
Syllabus

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