Last modified: 05 Aug 2021 13:04
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)|
Information on contact teaching time is available from the course guide.
Online Class Test (25%);
Final one week assessment (75%)
Resit (for students who took the course in Academic Year 2020/21):
A one week assessment (100%)
There are no assessments for this course.
|Knowledge Level||Thinking Skill||Outcome|
|Factual||Remember||ILO’s for this course are available in the course guide.|