ECTS : 3
Lecturer in charge : Sylvain BERTHELET
Language of instruction : French
Teaching hours : 24
Course content:
Raison d'être of commodity futures markets : three different approaches. Relationships with cash commodity markets and other asset classes. Examples, hedging and trading strategies.
Skills to be acquired:
Market mechanisms, instruments (futures and options) and the basis (difference between the cash price and the future price).
Recommended prerequisites
Economics basics.
Assessment:
Written exam following the lecture.
Weighting : 1.00