OUR ACADEMIC DEPARTEMENTS |
Lesson details
 | OPTIONS, FUTURES AND SWAPS | ||
2023-2024 | EnIESEG School of Management
(
IÉSEG
)
| ||
Class code : | 2324-IÉSEG-MFI1S2-FIN-MFICI15UE | FINANCE | |
| Level | Year | Period | Language of instruction |
|---|---|---|---|
| MSc in Finance | 1 | S2 | EnEnglish |
| Academic responsibility | L.WAGALATH |
|---|---|
| Lecturer(s) | L.WAGALATH |
- This class exists in these courses :
- IÉSEG > MSc in Finance > Semestre 2 > 2,00 ECTS
Prerequisites
- Basic knowledge of financial markets
- Basic knowledge of probability calculus
- Familarity with mathematical notations
Learning outcomes
Demonstrate an international mindset
Assess the values of the organization in which they work
Appraise the performance of a team
Demonstrate an expertise on key concepts, techniques and trends in their professional field
Course description
1. Introduction
2. Futures and options Markets.
3. Pricing and hedging strategies
Class type
Class structure
| Type of course | Numbers of hours | Comments | |
|---|---|---|---|
| Face to face | |||
| Interactive class | 16,00 | ||
| Independent study | |||
| Estimated personal workload | 34,00 | ||
| Total student workload | 50,00 | ||
Teaching methods
- Interactive class
- Tutorial
Assessment
One final exam, 2 hours, covering all topics/chapters of the course.
| Type of control | Duration | Number | Percentage break-down |
|---|---|---|---|
| Final Exam | |||
| Written exam | 2,00 | 1 | 100,00 |
| TOTAL | 100,00 | ||
Recommended reading
- Fundamentals of Futures and Options Markets - Hull, J.C. (7th edition. Prentice Hall, 2008). -
* This information is non-binding and can be subject to change
