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Courses / Modules / ECON6088 Financial Derivatives

Financial Derivatives

When you'll study it
Semester 2
CATS points
ECTS points
Level 7
Module lead
Jose Olmo
Academic year

Module overview

The module studies quantitative techniques for pricing the main financial derivatives available for trading in financial markets. This is done under assumptions imposing absence of arbitrage opportunities in financial markets. The module focuses on futures and forwards on bonds and stocks, swap contracts and stock options. The module also introduces students to more advanced techniques for pricing derivatives such as binomial trees and Black-Scholes model.