Module code: AFE7016-A
The module provides you with a detailed understanding of the wide variety of derivatives securities that can be traded both over-the-counter and on financial markets. The module focuses on how such assets are priced and how they can be used for risk management purposes.
Forwards and futures markets and pricing;
Futures hedging strategies;
Binomial option pricing;
Futures options and derivatives on dividend paying assets;
The Greeks;
Option strategies;
Implied volatility and alternative distributions in pricing options;
Building interest rate trees;
Pricing interest rate options;
Financial risk management.