Number of hours
- Lectures 33.0
- Projects -
- Tutorials -
- Internship -
- Laboratory works -
- Written tests -
ECTS
ECTS 3.0
Goal(s)
This unit provides an overview of financial markets: organization, products...
After completing this unit, students should be able to 1) understand the mechanics of financial markets and derivative products such as forward and future contracts, options and swaps; 2) understand how to use such contracts to hedge portfolio risk; and 3) examine market prices to determine wether arbitrage bounds are violated.
Responsible(s)
Radu BURLACU
Content(s)
Financial markets organization: Nyse-Euronext example
Forward and Futures contracts
Swaps
Options contracts
None.
Test
Grading is only based on an open book final exam (2 hours) with calculators (no computer).
N1=E1
N2=E2
Calendar
The course exists in the following branches:
- Curriculum - Financial Engineering - Semester 8
Additional Information
Course ID : 4MMMF6
Course language(s): 
The course is attached to the following structures:
- Team Finance.
You can find this course among all other courses.
Bibliography
Hull J. - Options, futures, et autres actifs dérivés. – Pearson Ed., 8ème édition, 2011
L. Gitman & M. Joehnk – Fundamentals of investing – Pearson Ed, 9ème édition, 2005
Fabozzi F.J., E.H. Neave and G. Zhou - Financial Economics - Wiley, 2012