Last modified: 25 May 2018 11:16
The main aim of this course is to provide students with a thorough understanding of basic derivative contracts: options, forwards, futures, swaps, interest rate derivatives, written on a variety of underlying instruments. It will introduce students to essential areas in derivatives from both theoretical and practical perspective: the pricing mechanism of derivatives and mathematical derivation of Black-Scholes model, the derivatives trading, the organization and structure of derivatives markets. The course will equip students with good analytical skills in order to be able to incorporate derivatives into asset portfolio management, use them for hedging purposes, apply different derivatives trading strategies.
|Session||Second Sub Session||Credit Points||30 credits (15 ECTS credits)|
|Campus||Old Aberdeen||Sustained Study||No|
This is the total time spent in lectures, tutorials and other class teaching.
This will take place via tutorial discussions and mid -course multiple choice test. Exercises from the textbook.
Verbal feedback is given during tutorial discussions. Answers and marks provided for the multiple choice test Answers available for textbook exercises.