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FIN 580 GRX - Special Topics in Finance - Derivative Strategies

Campus: Urbana-Champaign


Lectures and discussions relating to new areas of interest. See class schedule for topics and prerequisites. Course Information: 4 graduate hours. No professional credit. Approved for Letter and S/U grading. May be repeated to a maximum of 18 hours in a semester; may be repeated to a maximum of 32 hours in subsequent semesters. Credit is not given for FIN 528 and FIN 580 (66393), Section ADF. Prerequisite: Varies by section.

Special Instructions:

THIS SECTION IS ONLY FOR STUDENTS REGISTERED IN-ABSENTIA. Application of Derivative Strategies is designed to build upon the basic options knowledge you will have gained in FIN 412 where you are introduced to options and futures markets, and Financial Derivatives in FIN 512. We will start slowly by discussing some simple trading strategies that are used by institutional and retail accounts alike. We will move from there to discuss volatility trading looking not only at the CBOE VIX product but also at OTC variance swaps. Finally, by the end of the semester, we will be discussing the most topical options and derivatives structures such as risk parity, risk premia capture, alternative risk premia and volatility targeting. Prerequisite Course: FIN 512 or approval from instructor. This section meets in-person and will have distributed attendance. You will receive an email from your instructor with specific attendance instructions.

Option 1

Number of Required Visit(s): 0

Course Level: Graduate

Credit: 4

Term(s): Spring


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