ECTS : 3
Enseignant responsable : Jerome MATHIS (https://www.jeromemathis.fr/aio)
Langue du cours : Français
Volume horaire : 36
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
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.
Mode de contrôle des connaissances :
Examen final
Coefficient : 2.00
Bibliographie, lectures recommandées :
John C. Hull, "Options, Futures, and Other Derivatives", Pearson ed., 2018