FINA 6335 — Derivatives and Risk Analytics
3 semester hoursGraduateLectureusually offered: springtypical days: T/FBostonTraditional
Introduces derivative assets, financial engineering, and risk management. Explores specific hedging use of options, forwards, and futures. Focuses on the determinants of forwards, futures, options and swaps, and various exotic derivatives pricing using computer-based numerical methods in a Monte Carlo setting and in closed form using elements of stochastic calculus. Also explores risk-management strategies using positions in derivative securities, static hedging, and dynamic hedging in continuous time.
Offering history
| Term | Sections | Enrolled | Capacity | Full | Open seats/section |
|---|---|---|---|---|---|
| Spring 2024 | 4 | 157 | 200 | 79% | 10.8 |
| Spring 2025 | 3 | 73 | 120 | 61% | 15.7 |
| Spring 2026 | 2 | 57 | 80 | 71% | 11.5 |
Snapshots from scheduled scrapes — not live seat availability. "Full" can exceed 100% when sections over-enroll.
Meeting times
Share of recent sections by weekday: M 0% · T 83% · W 17% · Th 0% · F 87%
Common patterns: TF (70% of sections), WF (17% of sections), T (13% of sections) — in patterns, R means Thursday
Professors
Spring
Percentages are each professor's average share of the season's enrolled students in recent terms.
Unlocks
Courses that list FINA 6335 in their prerequisites.
Links
Official catalog (FINA course descriptions) · Student reviews on RateMyHusky · All FINA courses · Plan it at numap.app