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Module ADVANCED DERIVATIVES: FUTURES, OPTIONS AND CREDIT DERIVATIVES

Module code: FN624
Credits: 10
Semester: 2
Department: BUSINESS
International: No
Overview Overview
 

This module provides an extensive coverage of the main types of Derivative contracts traded on the markets. In part one, we focus on Forwards, Futures and Option contracts. The mechanics of each market is analysed and the uses of each contract is explored. We develop trading strategies that allow investors to generate various payoff structures that may be required to implement an investment strategy. The module develops and implements pricing models for each type of Derivative and demonstrates how they can be used to hedge risks.

Part two of the module concentrates on Credit risk and the Credit Derivatives that are traded on markets to manage this risk. We cover both single- and multi-name derivatives, demonstrating their practical uses. We explore the pricing models of each instrument.

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