- Schedule of Classes - February 24, 2020 7:14PM EST
- Course Catalog - February 24, 2020 7:15PM EST
Course information provided by the Courses of Study 2019-2020.
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: graduate students.
- 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.
Regular Academic Session. Combined with: AEM 4210
Credits and Grading Basis
3 Credits Graded(Letter grades only)
Class Number & Section Details
- MWFWarren Hall 151
Enrollment limited to graduate students in MS, MPS or PhD only. Undergraduates must enroll in AEM 4210.
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