Strategies in financial markets and derivatives
- The course provides the concepts and designs with the methodology to understand how derivative markets and strategies operate. The regulatory and risk framework is to be considered an integral part of the course in order to know its field of application. The course provides the tools for option valuation and Strategies in Financial Markets and Derivatives are integrated into the current market development (OIS, FRA; FX, Swaps, Short/Long, etc.).
- Strategies in Financial Markets and Derivatives provide important input to those who need to develop their financial skills, as well as those interested in financial engineering research.
- Markets, Risk and Securities
- Derivatives (handout)
- Options Evaluation
- Derivatives strategies
- Final exam
- Case study on short selling (in class)
- Essay (homework) and presentation (in class)
- Active participation in the class
- 2022/2023 учебный год 1 модуль0.5 * Final exam + 0.1 * Case study on short selling (in class) + 0.1 * Active participation in the class + 0.3 * Essay (homework) and presentation (in class)
- Hull, J. (2012). Options, Futures and Other Derivatives: Global Edition : QMUL (Vol. 8th ed., Global ed). Harlow: Pearson Education. Retrieved from http://search.ebscohost.com/login.aspx?direct=true&site=eds-live&db=edsebk&AN=1417930
- 95 - - - Деривативы. Курс для начинающих - 9785961425512 - Alpina - Альпина Паблишер - 2009 - https://hse.alpinadigital.ru/book/95