Derivative instruments
Enseignant responsable :
Volume horaire : 36Description du contenu de l'enseignement :
Chapter 1: Introduction to risk management and derivatives instruments
Chapter 2: Mechanics of Futures Markets
Chapter 3: Determination of Forward and Futures Prices
Chapter 4: Hedging Strategies Using Futures
Chapter 5: Interest Rates
Chapter 6: Interest Rate Futures
Chapter 7: Swaps
Chapter 8: Mechanics of Options Markets
Chapter 9: Properties of Stock Options
Chapter 10: Trading Strategies Involving Options
Chapter 11: Credit Derivatives
Coefficient : 2Compétence à acquérir :
The purpose of this course is to present the functioning of derivative products, namely forwards, futures, swaps and options, both in a risk management and speculation perspective.
Mode de contrôle des connaissances :
Examen final
Bibliographie, lectures recommandées
John C. Hull, “ Options, Futures, and Other Derivatives ” , Pearson ed., 2018