AEM 6410

AEM 6410

Course information provided by the Courses of Study 2018-2019.

This course focuses on markets for agricultural futures and options contracts. Lectures address hedging and risk management with futures and options as well as the structure of risk and random walks. Graduate students registered in AEM 6410 will have an additional weekly seminar discussing key papers in the theories and practice of futures and options applied to agriculture.

When Offered Spring.

Permission Note Enrollment limited to: registration as a graduate student in MS, MPS or PhD.

Comments Co-meets with AEM 4210.

Outcomes
  • Explain the role of futures, options and other derivatives in the pricing of agricultural products.
  • Price forwards and options ("pricing models").
  • Explain the fundamental probabilities and dynamics describing asset risk.
  • Develop and understand hedging and trading strategies with derivatives.
  • Use derivatives to reallocate risk.
  • Use derivatives for corporate risk management.
  • Explain the financial crisis arose and how to prevent it.
  • Explain how to design and value financially engineered products including exotic options and weather derivatives.

View Enrollment Information

Enrollment Information
Syllabi: none
  •   Regular Academic Session.  Combined with: AEM 4210

  • 3 Credits Graded

  • 15954AEM 6410  LEC 001

  • Enrollment limited to graduate students in MS, MPS or PhD only. Undergraduates must enroll in AEM 4210.