Course Overview-Derivatives: Futures, Options and Dynamic Strategies

2 Pages Posted: 4 May 1999

See all articles by Mark Rubinstein

Mark Rubinstein

University of California, Berkeley - Haas School of Business

Abstract

Instructor: Professor Mark Rubinstein Paul Stephens Professor of Applied Investment Analysis University of California at Berkeley

Objectives

This course provides a full introduction to modern derivatives pricing and hedging theory and practice ? from the basic features of futures and options, to the binomial option pricing model and the Black-Scholes formula, and to aspects of measuring volatility and coping with trading costs that which are necessary to put the theory into practice. It emphasizes economic intuition and understanding over detailed quantitative analysis. Important quantitative techniques and arguments are completely developed but with the simplest possible use of mathematics.

Textbook and Software

The course uses Rubinstein's new book Derivatives: A PowerPlus Picture Book. In place of the usual format of an assigned text with separate teaching notes, his book blends 382 pages of text with 342 professionally designed PowerPoint slides, and problems and quizzes, extended worked numerical examples, specialized bibliographies, computer applications (including MATLAB for Derivatives and Rubinstein's Option Calculator), a computerized glossary and Internet access into an integrated educational experience. Students not only receive a copy of the book but also its accompanying CD-ROM, as well as free downloadable updates from the Internet. The course is taught from a computer hooked up to a projector and, optionally, the Internet.

Suggested Citation

Rubinstein, Mark E., Course Overview-Derivatives: Futures, Options and Dynamic Strategies. Available at SSRN: https://ssrn.com/abstract=163228

Mark E. Rubinstein (Contact Author)

University of California, Berkeley - Haas School of Business ( email )

545 Student Services Building, #1900
2220 Piedmont Avenue
Berkeley, CA 94720
United States
510-642-3580 (Phone)
510-643-1420 (Fax)

HOME PAGE: http://www.haas.berkeley.edu/finance/rubinste.html

Register to save articles to
your library

Register

Paper statistics

Downloads
5,061
Abstract Views
12,503
rank
1,435
PlumX Metrics