A study of financial contracts for which the payoffs are contingent upon or derived from the value pre-specified underlying economic variables. Typical underlying variables include the spot price of a commodity and the price of a stock. These contracts are used extensively for hedging and speculative purposes. They also provide useful information about forecasts of the underlying economic variable in a process called "price discovery."
This course may not be repeated for credit.
Prerequisite(s)
- Admission to the Haskayne School of Business Business, Finance 317 and 443.
Sections
| LEC 1 | MW 09:30 - 10:45
| | | | |
| LEC 2 | MW 11:00 - 12:15
| | Eric Myers | | |
This course will be offered next in
Winter 2024.