EF4420 - Derivatives Analysis and Advanced Investment Strategies | ||||||||||||
| ||||||||||||
* The offering term is subject to change without prior notice | ||||||||||||
Course Aims | ||||||||||||
This course aims to develop students’ ability to analyse derivative instruments and markets and use options, futures contracts and swaps to do hedging, arbitrage and risk management. Key topics include forward and futures contracts, forwards pricing, interest rate and currency swap, option contracts, Option pricing (binomial tree, risk neutral method, Black-Scholes-Merton model), and Greeks and hedging. Through periodic assignments as well as lectures, students will learn how to price derivatives. | ||||||||||||
Assessment (Indicative only, please check the detailed course information) | ||||||||||||
Continuous Assessment: 50% | ||||||||||||
Examination: 50% | ||||||||||||
Examination Duration: 2 hours | ||||||||||||
Detailed Course Information | ||||||||||||
EF4420.pdf | ||||||||||||
Useful Links | ||||||||||||
Department of Economics and Finance |