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Module code: FN307
Credits: 5
Semester: 1
Department: BUSINESS
International: Yes
Overview Overview

This course examines forwards, futures and swaps; their economic role in capital markets, the equilibrium pricing of these securities, and uses of these securities in hedging and speculative trading. Topics covered include the economic role of derivative securities, the mechanics of futures and swap markets trading, non-arbitrage pricing of forwards and futures, commodity vs. equity-index vs. foreign exchange futures, the term structure of interest rates and its relationship to swap rates, and hedging and speculative strategies using forwards, futures and swaps.

Open Learning Outcomes
Open Teaching & Learning methods
Open Assessment
Open Autumn Supplementals/Resits
Open Pre-Requisites
Open Timetable
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