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Module DERIVATIVES 2: AN ANALYSIS OF OPTIONS AND CREDIT DERIVATIVES

Module code: FN308
Credits: 5
Semester: 2
Department: BUSINESS
International: Yes
Coordinator: Dr Thomas Flavin (BUSINESS)
Overview Overview
 

This course examines a broad range of option contracts, including stock options, stock index options, and currency options,. We develop the properties of option contracts and the trading strategies pursued by market participants. We study the pricing of options using the Binomial Option Pricing Model (BOPM) and the Black-Scholes model. We develop risk management strategies using options and conclude with an analysis of credit risk and credit derivatives.

Open Learning Outcomes
 
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Open Pre-Requisites
 
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