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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


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