DERIVATIVES

Ects : 3
Compétence à acquérir :
Master the theory of derivatives products and how banks and corporate treasuries use Financial Options alike in the management of risks, for trading, hedging and arbitrage and their role in the day-to-day running of the finances of businesses.

Description du contenu de l'enseignement :
Derivatives products, models and uses
To give an all round comprehensive knowledge and understanding of the theory and the day-to-day use of derivatives contracts. aims at “demystifying” key derivatives products, widely used to hedge existing market risks, to speculate on the future movements of market variables or more generally to taylor the return distribution of a portfolio.