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Financial Derivatives
Release Date: 2017-09-221. Basic Course Information
Course Code: 055232
Course Name: Financial Derivatives
Course Type: Special Selective
Periods: 32
Credits: 2
Target Students: Undergraduates Majoring in Finance
Assessment: Test
Preparatory Course: Monetary Banking, International finance, Financial Marketing, Investment
2. Course Introduction
Financial Derivative is an important course for Finance majors and it is arranged in the fifth year. The purpose of this course is to provide the students with the necessary skills to value and to employ options, futures, and related financial contracts. In order to provide students with up-to date knowledge on these topics in an environment that is changing rapidly, it is necessary to stress the fundamentals and to explore the topics at a technical level. The topics that will be covered include the valuation of futures contracts on stock indices, on commodities and Treasury instruments; the valuation of options; empirical evidence; strategies with respect to these assets; dynamic asset allocation strategies, of which portfolio insurance is an example; swaps; and the use (and misuse) of derivatives in the context of corporate applications. One-third of the course will be devoted to futures, a third to options, and a third to their applications.