DERIVATIVES 2: AN ANALYSIS OF OPTIONS AND CREDIT DERIVATIVES
- Module code: FN308
- Credits: 5
- Semester: 2
- Department: BUSINESS
- International:
Overview | |
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This course examines a broad range of option contracts, including stock options, stock index options, and currency options,. We develop the properties of option contracts and the trading strategies pursued by market participants. We study the pricing of options using the Binomial Option Pricing Model (BOPM) and the Black-Scholes model. We develop risk management strategies using options and conclude with an analysis of credit risk and credit derivatives. |
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