CFIN 601 - Derivatives

Course Description

This course is entirely dedicated to studying derivative securities-forward and futures contracts and how they modify the risk characteristics of a portfolio, how the exchange, clearing house and marketing to market systems work, arbitrage pricing, relationships, interest rate and currency swaps and the use of various types of options contracts and their use for hedging risk.

Notes

Classroom Delivery

This course offers on-campus section(s). On-campus sections are identified in each section's detail summary as “Classroom” (and/or “Downtown” as the location).

Online Delivery

On-campus exam requirement for online sections: Your final exam and midterm will be written in person at the Toronto Metropolitan University campus. If you live more than 100 km from the TMU campus, you may arrange to write your exam off campus using an approved off-campus invigilation service. Details on your exam date and how to arrange off-campus invigilation can be found on the Exams for Online Courses webpage.

Requisites

Prerequisite: CFIN 501
Antirequisite: AFF 410

Relevant Programs

Economics and Finance : Electives (select 2)