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Description:
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This course is about using financial engineering and derivative securities to solve practical business problems. Students will work through business cases and give in-class simulated sales pitches to hypothetical clients. The cases highlight the design, valuation and hedging of structured products on stock prices, interest rates, FX, and exotic "underlyings" such as volatility, credit, and energy. Reference text: Hull, J., Option, Futures and Other Derivative Securities, 2nd edition, Prentice-Hall, 1993. Prerequisite: Capstone Course - Must be taken at the end of the program.
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