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The Frederick MBA

MBA 521: Derivatives and Risk Management

In this course we start by presenting the characteristics of forwards and futures and explain their use in hedging risk. This type of financial assets are very important for firms trying to fix the prices they will pay or receive for the purchase or sale of an asset on a future date and can be used to reduce the risks associated with fluctuations in the prices of goods and the exchange rates.  We develop an essential understanding of option theory by explaining the no arbitrage principle and risk-neutral pricing and apply it for the valuation of forwards and futures and options. We then explain how these same principles can help the manager to understand and manage the risks of a corporation and apply option pricing theory in corporate policy.