Mestrado Bolonha em Finanças

Mestrado Bolonha em Economia Monetária e Financeira

This curricular unit introduces and characterizes the derivatives markets and products as well as their value and uses. In the first part, this unit aims to study in detail forwards and futures, evaluate them and identify the main strategies for hedging and investment purposes. This unit also introduces swaps and their valuation. In the second part, students' options are presented along with their use and valuation according to different methodologies. A student who successfully completes this curricular unit should: • Recognize the origins and evolution of derivative markets and products, as well as their application in finance. • Recognize and apply the primary valuation models for derivative contracts (forwards, futures, options, and swaps); • Recognize and understand the main derivatives strategies for risk management and investment purposes; • Be familiar with the derivatives markets in Europe and around the world.