Clarkie Catalog

FIN5207

ADVANCED DERIVATIVE SECURITIES

Also listed under 1 other title
  • DERIVATIVE SECURITIES II
Department
Finance
Terms offered
17
Data refreshed
Sep 29, 2026

Description

Section information text: This course focus on the derivative assets such as futures, forwards, swaps, and options, financial engineering, risk management. The course will cover the pricing of these derivative assets as well as securities that contain embedded options. It will also consider risk management strategies such as static and dynamic hedging. Applications will be considered from equity, commodity, bond, and hedge fund. Open to MSF students only.

Syllabi

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Offering history & forecast 2006–2016

1998
2016
Sections offered by academic year and season, with estimated offering chances for future years above the divider
YearFallSpringSummerIntersession
2030 2030 Fall: 7% chance, medium confidence. Offered in 0 of 9 fall terms since 2018. 2030 Spring: 7% chance, medium confidence. Offered in 0 of 9 spring terms since 2018. 2030 Summer: 7% chance, medium confidence. Offered in 0 of 9 summer terms since 2018. 2030 Intersession: 8% chance, medium confidence. Offered in 0 of 6 intersession terms since 2020.
2029 2029 Fall: 6% chance, medium confidence. Offered in 0 of 10 fall terms since 2017. 2029 Spring: 6% chance, medium confidence. Offered in 0 of 10 spring terms since 2017. 2029 Summer: 6% chance, medium confidence. Offered in 0 of 10 summer terms since 2017. 2029 Intersession: 7% chance, medium confidence. Offered in 0 of 7 intersession terms since 2017.
2028 2028 Fall: 7% chance, medium confidence. Offered in 1 of 11 fall terms since 2016. 2028 Spring: 5% chance, medium confidence. Offered in 0 of 11 spring terms since 2016. 2028 Summer: 5% chance, medium confidence. Offered in 0 of 11 summer terms since 2016. 2028 Intersession: 7% chance, medium confidence. Offered in 0 of 7 intersession terms since 2017.
2027 2027 Fall: 7% chance, high confidence. Offered in 1 of 12 fall terms since 2015. 2027 Spring: 5% chance, high confidence. Offered in 0 of 12 spring terms since 2015. 2027 Summer: 5% chance, high confidence. Offered in 0 of 12 summer terms since 2015. 2027 Intersession: 6% chance, medium confidence. Offered in 0 of 7 intersession terms since 2017.
2016 2 sections Not offered Not offered No data for this term
2015 Not offered Not offered Not offered No data for this term
2014 Not offered Not offered Not offered No data for this term
2013 Not offered Not offered Not offered No data for this term
2012 3 sections Not offered Not offered No data for this term
2011 3 sections Not offered Not offered No data for this term
2010 3 sections Not offered Not offered No data for this term
2009 2 sections Not offered Not offered No data for this term
2008 1 section 1 section Not offered No data for this term
2007 Not offered 1 section Not offered No data for this term
2006 Not offered 1 section Not offered No data for this term
Forecast Under 15% 15–39% 40–69% 70–89% 90%+ Not enough history
Fall Spring Summer Intersession Darker means more sections Not offered No data for term

Future estimates combine recent offering frequency with detected multi-year cycles. Hover a cell for confidence and evidence; low-confidence estimates are marked with ~.

Meeting times

Most recent first
  • Tue, 1:00 PM–4:00 PM JC101 2012-32011-32010-320082006
  • Mon, 1:00 PM–4:00 PM Carlson Hall CH120 2012-12011-12010-1
  • Mon, 9:00 AM–12:00 PM Carlson Hall CH120 2012-22011-2
  • Tue, 9:00 AM–12:00 PM Carlson Hall CH231 2010-22007
  • Wed, 9:00 AM–12:00 PM Carlson Hall CH120 2009-2
  • Thu, 1:00 PM–4:00 PM JC101 2009-1
  • Tue, 6:00 PM–9:00 PM Sackler Science Center S321 200820021999
  • Mon, 6:00 PM–9:00 PM Carlson Hall CH128 2005200420032000
Credit-bearing sections of FIN5207
TermProfessorTypeCreditsEnrollmentCRN
Fall 2016Shu FengSeminar/Proseminar1 35 of 40 enrolled24131
Fall 2016Shu FengSeminar/Proseminar1 23 of 40 enrolled24132
Fall 2012Edward SzadoSeminar/Proseminar1 29 of 29 enrolled22449
Fall 2012Edward SzadoSeminar/Proseminar1 33 of 33 enrolled22447
Fall 2012Edward SzadoSeminar/Proseminar1 31 of 31 enrolled22451
Fall 2011Shu FengSeminar/Proseminar1 39 of 40 enrolled21825
Fall 2011Shu FengSeminar/Proseminar1 40 of 40 enrolled21824
Fall 2011Richard B. SpurginSeminar/Proseminar1 40 of 40 enrolled21826
Fall 2010Shu FengSeminar/Proseminar1 32 of 33 enrolled28386
Fall 2010Shu FengSeminar/Proseminar1 32 of 34 enrolled28388
Fall 2010Shu FengSeminar/Proseminar1 33 of 33 enrolled28387
Fall 2009Shu FengSeminar/Proseminar1 35 of 33 enrolled26713
Fall 2009Shu FengSeminar/Proseminar1 35 of 34 enrolled26712
Fall 2008Serguey KhovanskySeminar/Proseminar1 20 of 30 enrolled25838
Spring 2008Richard B. SpurginSeminar/Proseminar1 34 of 30 enrolled36282
Spring 2007Richard B. SpurginSeminar/Proseminar1 35 of 30 enrolled34636
Spring 2006Richard B. SpurginSeminar/Proseminar1 22 of 30 enrolled34636
Spring 2005Richard B. SpurginSeminar/Proseminar1 25 of 30 enrolled32775
Spring 2004Richard B. SpurginSeminar/Proseminar1 21 of 30 enrolled31837
Spring 2003Richard B. SpurginSeminar/Proseminar1 17 of 30 enrolled37827
Spring 2002Scott P. MackeySeminar/Proseminar1 15 of 30 enrolled36501
Spring 2001Richard B. SpurginSeminar/Proseminar1 10 of 30 enrolled35508
Spring 2000Richard B. SpurginSeminar/Proseminar1 6 of 30 enrolled34731
Spring 1999Richard B. SpurginSeminar/Proseminar1 8 of 30 enrolled33931
Spring 1998Richard B. SpurginSeminar/Proseminar1 9 of 30 enrolled32872