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FRE 6631 Applied Derivatives Finance

Description:

This course focuses on applied financial engineering applications using derivative securities, alone and in combination with other financial instruments. The course is taught by a financial engineering practitioner. In addition to complex financial engineering structures, students will also consider reverse engineering of structures. Cases presented will be from recent deals. Examples of applications might include tax arbitrage, the construction of equity collars on restricted stock, the alteration of the investment characteristics of large portfolios, the creation of synthetic financial instruments, and so forth.

Credits: 1.5:0:0:1.5
Pre-Requisite: FRE 6411, FRE 6511
Co-Requisite: none
Notes: none