B8312-001: Advanced Derivatives Course DescriptionThis course is designed to explore topics for which the basic options markets course has already laid the foundations.
Students who have not taken B8309 are strongly advised to take that course first.
In this course we will explore various derivatives markets and strategies that are used in the economy by a) Governments, b) Corporations, c) Money managers, and d) Investment banks.
The course will cover three main areas: a) equity derivatives, b) credit derivatives,and c) fixed-income. Each session will be organized around one or two key papers. In addition, class notes will be used to supplement and clarify issues. Papers that are highlighted are required reading assignments. All papers will be made available in a PDF form in ANGEL.