Programa

Derivatives

Mestrado Bolonha em Finanças

Mestrado Bolonha em Economia Monetária e Financeira

Programa

1 Introduction to Derivatives 2 The Mechanics of Futures Markets 3 Hedging Strategies Using Futures 4 Determination of Forward and Futures 5 Currency and Equity Swaps 6 The Mechanics of Options Markets and the Properties of Stock Options 7 Trading Strategies Involving Options 8 Binomial Trees 9 Stochastic Processes and Monte Carlo Simulation 10 The Black-Scholes-Merton Model 11 Options on Stock Indices and Currencies 12 Futures Options