WClasses
MATBUS 470 - Derivatives
Overview of the derivatives markets. Pricing of derivatives, including futures, forwards, swaps, and options. Hedging vs. speculating. Option Greeks. Trading strategies. Case studies.
Prerequisites
One of ACTSC372, ACTSC391, ACTSCI371, AFM275, AFM372, BUS393W); One of STAT333 or STAT334.
Corequisites
None
Antirequisites
ACTSC446/STAT446, AFM322/AFM474, BUS423W, ECON372
Offerings
Winter 2026 [1261]
| Section | Class | Enrolled | Time | Days | Location | Instructor |
|---|---|---|---|---|---|---|
| LEC 001 | 6025 | 57 / 190 | 11:30 - 12:20 | M,W,F |
Winter 2025 [1251]
| Section | Class | Enrolled | Time | Days | Location | Instructor |
|---|---|---|---|---|---|---|
| LEC 001 | 6113 | 151 / 150 | 10:00 - 11:20 | M,W |
Winter 2024 [1241]
| Section | Class | Enrolled | Time | Days | Location | Instructor |
|---|---|---|---|---|---|---|
| LEC 001 | 6145 | 81 / 100 | 13:00 - 14:20 | M,W |
Fall 2023 [1239]
| Section | Class | Enrolled | Time | Days | Location | Instructor |
|---|---|---|---|---|---|---|
| LEC 001 | 6360 | 42 / 45 | 16:00 - 17:20 | M,W |
Winter 2023 [1231]
| Section | Class | Enrolled | Time | Days | Location | Instructor |
|---|---|---|---|---|---|---|
| LEC 001 | 6303 | 75 / 100 | 13:00 - 14:20 | M,W | DWE 3522 | Keith Freeland |
Fall 2022 [1229]
| Section | Class | Enrolled | Time | Days | Location | Instructor |
|---|---|---|---|---|---|---|
| LEC 001 | 7469 | 44 / 45 | 11:30 - 12:50 | M,W | QNC 1506 | Keith Freeland |
Winter 2022 [1221]
| Section | Class | Enrolled | Time | Days | Location | Instructor |
|---|---|---|---|---|---|---|
| LEC 001 | 6199 | 75 / 100 | 14:30 - 15:50 | T,Th | MC 4045 | Keith Freeland |
Fall 2021 [1219]
| Section | Class | Enrolled | Time | Days | Location | Instructor |
|---|---|---|---|---|---|---|
| LEC 001 | 6522 | 45 / 45 | Keith Freeland | |||
| LEC 002 | 6826 | 7 / 45 | Keith Freeland | |||
| TUT 101 | 9843 | 7 / 45 | 10:30 - 11:20 | W | MC 2038 | Keith Freeland |
Winter 2021 [1211]
| Section | Class | Enrolled | Time | Days | Location | Instructor |
|---|---|---|---|---|---|---|
| LEC 041 | 6250 | 61 / 100 | Keith Freeland |
Fall 2020 [1209]
| Section | Class | Enrolled | Time | Days | Location | Instructor |
|---|---|---|---|---|---|---|
| LEC 041 | 6418 | 55 / 90 | Keith Freeland |
Winter 2020 [1201]
| Section | Class | Enrolled | Time | Days | Location | Instructor |
|---|---|---|---|---|---|---|
| LEC 001 | 6100 | 93 / 100 | 12:30 - 13:20 | M,W,F | RCH 211 | Keith Freeland |
Fall 2019 [1199]
| Section | Class | Enrolled | Time | Days | Location | Instructor |
|---|---|---|---|---|---|---|
| LEC 001 | 6248 | 41 / 90 | 11:30 - 12:50 | M,W | MC 2035 | Keith Freeland |
Winter 2019 [1191]
| Section | Class | Enrolled | Time | Days | Location | Instructor |
|---|---|---|---|---|---|---|
| LEC 001 | 5985 | 83 / 75 | 13:00 - 14:20 | T,Th | MC 4061 | R Keith Freeland |
| LEC 002 | 6262 | 4 / 1 |
Fall 2018 [1189]
| Section | Class | Enrolled | Time | Days | Location | Instructor |
|---|---|---|---|---|---|---|
| LEC 001 | 6103 | 40 / 90 | 11:30 - 12:50 | M,W | STC 0040 | R Keith Freeland |
| LEC 002 | 6536 | 0 / 1 |
Winter 2018 [1181]
| Section | Class | Enrolled | Time | Days | Location | Instructor |
|---|---|---|---|---|---|---|
| LEC 001 | 6050 | 68 / 75 | 14:30 - 15:50 | M,W | MC 2035 | R Keith Freeland |
| LEC 002 | 6384 | 0 / 1 | ||||
| LEC 003 | 9583 | 2 / 1 |
Fall 2017 [1179]
| Section | Class | Enrolled | Time | Days | Location | Instructor |
|---|---|---|---|---|---|---|
| LEC 001 | 6226 | 34 / 90 | 11:30 - 12:50 | T,Th | MC 4059 | R Keith Freeland |
| LEC 002 | 9425 | 1 / 1 |
Winter 2017 [1171]
| Section | Class | Enrolled | Time | Days | Location | Instructor |
|---|---|---|---|---|---|---|
| LEC 001 | 5789 | 79 / 75 | 14:30 - 15:50 | M,W | RCH 305 | R Keith Freeland |
| LEC 002 | 9239 | 2 / 1 |
Fall 2016 [1169]
| Section | Class | Enrolled | Time | Days | Location | Instructor |
|---|---|---|---|---|---|---|
| LEC 001 | 6222 | 55 / 90 | 13:30 - 14:20 | M,W,F | MC 1056 | R Keith Freeland |
| LEC 002 | 9222 | 1 / 1 |
Winter 2016 [1161]
| Section | Class | Enrolled | Time | Days | Location | Instructor |
|---|---|---|---|---|---|---|
| LEC 001 | 6348 | 71 / 75 | 10:00 - 11:20 | M,W | HH 1108 | R Keith Freeland |
| LEC 002 | 8825 | 1 / 1 |
Fall 2015 [1159]
| Section | Class | Enrolled | Time | Days | Location | Instructor |
|---|---|---|---|---|---|---|
| LEC 001 | 6517 | 40 / 90 | 13:00 - 14:20 | M,W | PHY 235 | R Keith Freeland |
Winter 2015 [1151]
| Section | Class | Enrolled | Time | Days | Location | Instructor |
|---|---|---|---|---|---|---|
| LEC 001 | 6155 | 64 / 75 | 11:30 - 12:50 | M,W | RCH 305 | R Keith Freeland |
Fall 2014 [1149]
| Section | Class | Enrolled | Time | Days | Location | Instructor |
|---|---|---|---|---|---|---|
| LEC 001 | 6207 | 48 / 90 | 10:00 - 11:20 | T,Th | MC 2034 | R Keith Freeland |
Winter 2014 [1141]
| Section | Class | Enrolled | Time | Days | Location | Instructor |
|---|---|---|---|---|---|---|
| LEC 001 | 6005 | 69 / 75 | 10:30 - 11:20 | M,W,F | RCH 305 | R Keith Freeland |
Fall 2013 [1139]
| Section | Class | Enrolled | Time | Days | Location | Instructor |
|---|---|---|---|---|---|---|
| LEC 001 | 5886 | 77 / 90 | 10:00 - 11:20 | T,Th | E2 1303 | R Keith Freeland |
| LEC 002 | 8365 | 1 / 1 |
Winter 2013 [1131]
| Section | Class | Enrolled | Time | Days | Location | Instructor |
|---|---|---|---|---|---|---|
| LEC 001 | 5829 | 74 / 75 | 10:30 - 11:20 | M,W,F | PHY 313 | R Keith Freeland |
Fall 2012 [1129]
| Section | Class | Enrolled | Time | Days | Location | Instructor |
|---|---|---|---|---|---|---|
| LEC 001 | 5874 | 71 / 90 | 10:00 - 11:20 | T,Th | OPT 401 | R Keith Freeland |
| LEC 002 | 8468 | 1 / 1 |
Winter 2012 [1121]
| Section | Class | Enrolled | Time | Days | Location | Instructor |
|---|---|---|---|---|---|---|
| LEC 001 | 7701 | 61 / 60 | 10:30 - 11:20 | M,W,F | MC 4040 | R Keith Freeland |
Fall 2011 [1119]
| Section | Class | Enrolled | Time | Days | Location | Instructor |
|---|---|---|---|---|---|---|
| LEC 001 | 7708 | 56 / 80 | 10:00 - 11:20 | T,Th | MC 4021 | R Keith Freeland |