Course Details

Carnegie Mellon: Tepper School of Business

Number:	45813
Title:	Futures and Swaps
Concentration:	TBA
Prerequisites:	None
Description:	The course provides an introduction to how structures using swaps and related derivative products have forever changed both asset and liability management. Increasingly an asset or liability manager’s performance in routinely evaluated against popular benchmarks e.g. SP500 Libor. In this course you will see how derivative structures are used to meet and beat benchmark standards. The important primitive elements of structures are forwards swaps and options. In particular you will see how swaps are used to separate out specific functions within a financial organization exploit market frictions and tease-out risks so that trading very specific sources of risk is possible. The objective of this course is to provide a current coverage of the major derivative markets with an emphasis on swaps and related products including how they are priced hedged and used in structured solutions to a range of financial problems.

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