| Crédit : 3 ECTS |
| Langue du cours : anglais
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Volume horaire
Compétences à acquérir
The purpose of this course is to present the functioning of derivative products, namely forwards, futures, swaps and options, both in a risk management and speculation perspective.
Description du contenu de l'enseignement
Chapter 1: Introduction to risk management and derivatives instruments Chapter 2: Mechanics of Futures Markets Chapter 3: Determination of Forward and Futures Prices Chapter 4: Hedging Strategies Using Futures Chapter 5: Interest Rates Chapter 6: Interest Rate Futures Chapter 7: Swaps Chapter 8: Mechanics of Options Markets Chapter 9: Properties of Stock Options Chapter 10: Trading Strategies Involving Options Chapter 11: Credit Derivatives
Mode de contrôle des connaissances
Examen final
Bibliographie, lectures recommandées
John C. Hull, “ Options, Futures, and Other Derivatives ” , Pearson ed., 2018
Enseignant responsable
JEROME MATHIS