Établissement
Langue d'enseignement
English
Matières
FINANCE
Responsable(s)
L.WAGALATH
Intervenant(s)
L.WAGALATH
Présentation
Prérequis
- Basic knowledge of financial markets
- Basic knowledge of probability calculus
- Familarity with mathematical notations
- Basic knowledge of probability calculus
- Familarity with mathematical notations
Objectifs
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
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
Présentation
1. Introduction
2. Futures and options Markets.
3. Pricing and hedging strategies
2. Futures and options Markets.
3. Pricing and hedging strategies
Modalités
Organisation
Type | Amount of time | Comment | |
---|---|---|---|
Présentiel | |||
Cours interactif | 16,00 | ||
Travail personnel | |||
Charge de travail personnel indicative | 34,00 | ||
Overall student workload | 50,00 |
Évaluation
One final exam, 2 hours, covering all topics/chapters of the course.
Ressources
Bibliographie
Fundamentals of Futures and Options Markets - Hull, J.C. (7th edition. Prentice Hall, 2008). -