DERIVATIVES
This course will present the main categories of financial derivatives with particular emphasis on their valuation via the arbitrage method and their uses within financial markets. In terms of different product types, with either delayed or conditional delivery, the course will analyse value components, price setting and hedging techniques as a function of underlying assets.
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days |
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| Friday |
1 |
- Derivatives markets and products |
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- Properties of forward and futures contracts |
| Saturday |
1 |
- Financial strategies using forwards and futures |
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- Interest-rate contracts |
| Friday |
2 |
- Option contracts and markets |
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- Option properties and valuation |
| Saturday |
2 |
- Option valuation and trading strategies |
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- Other derivatives |
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