>> 课程描述

学期 课程类别 课程代码 # 课程名称
2020 FIN 036 Derivatives and Risk Management
班级 课程周期 上课日期 Syllabus
1 3周 周一至周五 FIN-036

课程描述

The course introduces both the theory and the application of derivatives markets and their uses in portfolio allocation and risk management. Several derivative assets will be provided for students, such as futures, forwards, swaps, and options. Other topics will also cover in this course: mechanics of future markets, hedging strategies using futures, interest rate futures, determination of forward and future prices, interest rate futures, mechanics of options markets, properties of stock options, trading strategies involving options, binomial trees, the black-scholes-merton model, employee stock options, interest rate options.

先修课程