NBA 6940 - Equity Derivatives and Related Products

Fall. 3 credits.

M. Zurack.

Relying on quantitative techniques and practical experiences, this course attempts to provide an in-depth analysis of how equity derivatives and related products are structured, valued, and used by all types of investors globally. Students attending this class will learn many real-world applications of these products, which they should find useful in equity sales and trading, private wealth management, and investment management, as well as investment banking pursuits. The course is broken into the following sections: Exchange Traded Funds, Futures Portfolio Trading and Swaps; Equity and Credit Options and Convertibles; Strategies; Non-U.S. Markets.