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Futures and Options

When you'll study it
Semester 2
CATS points
15
ECTS points
7.5
Level
Level 6
Module lead
Gabriele Lepori
Academic year
2021-22

Module overview

In the last 30 years derivatives have become increasingly important in finance and many different types of derivatives are actively traded on exchanges throughout the world. This module explores the pricing and use forwards, futures and options with a particular focus on contracts where the underlying asset is a financial asset - for example, a stock index (i.e. stock index futures or stock index options). Students will learn how to price these derivatives using various techniques as well as understand how we can use them for (i) speculating purposes, (ii) hedging strategies and (iii) cases where there are arbitrage opportunities.

Linked modules

Pre-requisite MANG2004

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