Derivative Securities [ LLSMS2215 ]
5.0 crédits ECTS
30.0 h
2q
Teacher(s) |
Iania Leonardo ;
|
Language |
English
|
Place of the course |
Louvain-la-Neuve
|
Main themes |
Main theme is derivative instruments. Concepts such as forward, futures, options and swap contract are introduced and studied.
|
Aims |
Understanding the functioning and characteristics of the most important derivative instruments.
|
Teaching methods |
Methods: Lectures ' Home assignments with presentation - Readings to prepare the lecture - Exercices to prepare the lecture ' Final exam.
|
Content |
Derivative Markets and Instruments, Forward Markets and Contracts, Futures Markets and Contracts, Option Markets and Contracts, Swap Markets and Contracts, Risk Management Applications of Option Strategies, Interest Rate Derivative Instruments.
|
Other information |
Main reference: Analysis of Derivatives for the Chartered Financial Analyst® Program, by Don M. Chance, CFA
|
Cycle et année d'étude |
> Master [120] in Management
> Master 120 in Management
> Master 120 of arts in Business engineering
> Master [120] in Business Engineering
|
Faculty or entity in charge |
> CLSM
|
<<< Page précédente
|