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Derivative Securities [ MGEST2164 ]


5.0 crédits ECTS  30.0 h   2q 

Teacher(s) Platten Isabelle ;
Language French
Place
of the course
Mons
Prerequisites

MGEST2109 ' Corporate Finance

Main themes

 

1. Futures markets
2. Futures hedging
3. Determining futures prices
4. Futures rates
5. Swaps
6. The properties of options and basic options strategies
7. Evaluating options in discrete time and continuous time
8. Stock options, currency options, indices, futures
9. Managing options positions
10. Volatility

 

Aims

On completion of this course, students will have a working knowledge of futures, swaps and options and how these contracts are used in risk hedging and assessment.

Evaluation methods

' Written examination
' Continuous assessment

Teaching methods

' Lectures
' Applications in Excel

Bibliography

 

HULL J. (2009), Options, Futures and Other Derivatives, 7th ed., Pearson.

 

Cycle et année
d'étude
> Master 120 of arts in Business engineering
> Master [120] in Management
> Master 120 in Management
> Master [120] in Business Engineering
Faculty or entity
in charge
> BLSM


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