Financial markets - 4MMMF6

Informations générales

  • 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: organisation, 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 whether arbitrage bounds are violated.

Responsible(s)

Radu BURLACU

Content(s)

Financial markets organization: Nyse-Euronext example
Forward and Futures contracts
Swaps
Options contracts

Prerequisites

None.

Test

Evaluation : Examen Ecrit (2h)

Resit : Examen Ecrit (2h)

Grading is only based on an open book final exam (2 hours) with calculators (no computer).

Calendar

The course exists in the following branches:

  • Curriculum - Financial Engineering - Semester 8
see the course schedule for 2025-2026

Additional Information

Course ID : 4MMMF6
Course language(s): FR

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