Thunder Bay • Orillia

Honours Bachelor of Commerce (Finance Major)(TB) - Derivative Securities

Business 4119 Derivative Securities
This course addresses the theoretical and empirical issues with respect to the valuation and use of options and futures. The course will provide an introduction to both options and futures markets and proceeds with the development of pricing models for evaluating these securities. Derivative securities such as exchange-traded options, futures contracts, options on debt instruments, and stock index options will be introduced and strategies for using them for arbitrage, hedging and speculating will be discussed.
Credit Weight: 0.5
Prerequisite(s): A mark of at least 60% in Business 2039
Offering: 3-0; or 3-0