Paper of History

UNIVERSITY OF CONNECTICUT

DEPARTMENT OF FINANCE

Summer 2012 (Draft)

FNCE 5504--OPTIONS and FUTURES

Instructor:

Dr. Shantaram Hegde University of Connecticut

Professor of Finance School of Business # 453 Voice mail: (860) 486-5135 Department of Finance

Storrs, CT 06269

Office Hours: by appointment shegde@business.uconn.edu

Instructor’s bio is available on the last page.

Course Objective:

The objective of this course is to introduce you to the use of financial derivatives –forward, futures, swap, and option contracts in financial risk management. The course will focus on a variety of speculative and hedging strategies and cover the fundamental models of valuation of derivative instruments based on stocks and bonds. This will be followed by a few case studies (presented by the instructor as well as by participants in teams) that illustrate the use of derivative tools in financial risk management. The focus will be on the application of derivatives to solve risk management problems, and not on the theoretical derivation of these models.

Does this course fit you well?

* Typical feedback from past participants: This is one of the most useful classes I ‘ve ever taken at UCONN-PMBA, but it is also one of the most challenging.”

* The course involves by far the most advanced financial concepts and tools that all finance majors must know. It is a steep climb from FNCE 5101, yet very rewarding.

* If you are challenged by algebra-based basic quantitative analysis, this class may not suit you well this semester.

* This is an intensive, special schedule offering. The class will meet 9 to 5 on five Saturdays - May 12, 19, June 16, 23 and 30. Please...