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Derivative Securities Analysis

When you'll study it
Semester 2
CATS points
15
ECTS points
7.5
Level
Level 7
Module lead
Di Luo
Academic year
2021-22

Module overview

This module explores the key concepts and theories of financial derivatives. The focus is mainly on futures and options whose underlying asset is a financial asset (e.g., stock index options). Students will learn how to price these derivatives with the use of suitable pricing models. Additionally, they will learn how to use them to implement various risk management strategies. Overall, this module will enable students to possess a solid knowledge on derivatives and will give them the foundation to read further in the area and at a more advanced level (e.g., high quality journals).

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