Harvard University Summer School
Summer
1999

Economics S-1940

Futures, Options, and Financial Derivatives

4 units
6-8:30 pm

Robert A Strong

Students learn the use of futures and options contracts in portfolio risk management, with special emphasis on risk transfer from hedgers to speculators. Additional topics include option pricing model applications, immunization with interest rate futures, dynamic hedging, the use of interest rate and currency swaps, and the central role of derivative assets in financial engineering. There will be classroom demonstrations of software applications.


Instructor's Toolkit
URL: http://www.courses.fas.harvard.edu/~ecs1940/

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