| Term | Evaluations | Course rating | Instructor rating |
|---|---|---|---|
| Spring 2025 | 1 | 4.7 | 4.8 |
| Fall 2024 | 1 | 4.1 | 4.3 |
| Spring 2024 | 1 | 4.3 | 4.5 |
| Fall 2023 | 1 | 4.5 | 4.6 |
| Spring 2023 | 1 | 3.5 | 3.9 |
| Fall 2022 | 1 | 3.8 | 3.7 |
| Spring 2021 | 1 | 4.2 | 4.3 |
Assistant Professor of the Practice, Finance, Carroll School of Management
2 evaluations for this course
This course is an introduction to derivative assets such as futures, forwards, swaps, and options, financial engineering, risk management, and mortgage and credit derivatives. We will cover the pricing of these derivative assets as well as securities that contain embedded options. We will consider risk management strategies such as static and dynamic hedging. Applications will be considered from equity, commodity, bond, and mortgage-backed markets.
Estimated from the original workload response buckets. Individual sections may differ.
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