Baruch MFE - Financial Engineering Program

MTH 9865 Commodities and Futures Trading

1.5 Hours; 1.5 Credits

This course covers trading and hedging in futures markets. Students will implement trading strategies using futures and options on futures, and analyze their risk, including counterparty risk, and performance based on trading costs and frequency of trading. Energy futures and their trading will be emphasized.

Prerequisite: MTH 9814 and MTH 9815; or instructor?s permission

2016-06-08T22:17:56+00:00