30184 - RISK MANAGEMENT WITH DERIVATIVES
CLEAM - CLEF - CLEACC - BESS-CLES - BIEMF
Course taught in English
Go to class group/s: 31
- Forwards:
- Contract specification
- Forward Prices and Forward valuation
- Hedging with forwards
- Futures:
- Contract specification
- Hedging and Trading with futures
- Swaps:
- Interest rate swaps: uses, pricing and valuation
- Currency swaps: uses, pricing and valuation
- Credit default swaps: uses, pricing and valuation
- Options:
- Option markets and contract specifications
- Options premium calculation
- Hedging and Trading with options
- The management of market risk and the Greek letters
The written exam comprises both exercises and theoretical questions. The written exam is a closed book exam and only the use of a common unsophisticated calculator is allowed.
Students have the opportunity of taking a written test in two parts: a partial and a final examination. Otherwise students have to take the written final exam. In all the examination dates until July the exam is a written text. Starting from September the exam could be in oral form based on the number of students signed for the exam.
- J. HULL, Options, futures and other Derivatives, Prentice Hall, Eighth edition.
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Any additional material will be posted on the elearning application for the course.