OPTIONS, FUTURES AND SWAPS

Code Cours
2324-IÉSEG-MFI1S2-FIN-MFICI15UE
Language of instruction
English
Teaching content
FINANCE
Training officer(s)
L.WAGALATH
Stakeholder(s)
L.WAGALATH
Level
MSc in Finance
Program year
Period

Présentation

Prerequisite
- Basic knowledge of financial markets
- Basic knowledge of probability calculus
- Familarity with mathematical notations
Goal
Demonstrate an international mindset
Assess the values of the organization in which they work
Appraise the performance of a team
Demonstrate an expertise on key concepts, techniques and trends in their professional field
Presentation
1. Introduction
2. Futures and options Markets.
3. Pricing and hedging strategies

Modalités

Organization
Type Amount of time Comment
Présentiel
Cours interactif 16,00
Travail personnel
Charge de travail personnel indicative 34,00
Overall student workload 50,00
Evaluation
One final exam, 2 hours, covering all topics/chapters of the course.

Ressources

Bibliography
Fundamentals of Futures and Options Markets - Hull, J.C. (7th edition. Prentice Hall, 2008). -