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Derivative Securities

X436.4 (2 semester units in Business Administration)

Get an introduction to options, futures, and other derivative securities. You learn a core set of principles that underlie the pricing and use of derivatives. You explore these principles in a series of real-world examples that help you build intuition and familiarity with a broad spectrum of markets and risk management applications. In particular, you cover the valuation and use—both for risk management and for speculation—of forwards, futures, swaps, and options, including the Black-Scholes option-pricing formula, Monte-Carlo valuation, credit derivatives, and financial risk management.

There are currently no sections open for enrollment.

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Sections closed for enrollment

Wed. Sept. 2, San Francisco

TONY D. YEH, M.B.A., M.Engr., brings more than 18 years of experience in the corporate boardrooms and the financial markets into the classroom after having worked in corporate finance, portfolio risk management, derivatives trading, and quantitative research. He is a founding partner at Pacifica Strategic Advisors LLC, a firm specializing in capital market intelligence and shareholder value advisory.

Revised class schedule in red.

• 10 meetings
• Sept. 2 to Nov. 4: Wed., 6-9 pm
• San Francisco: Room 802A, UC Berkeley Extension Downtown Center, 425 Market St., 8th Floor (enter on Fremont St.)
• $690 (EDP 321737)

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