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.
Financial markets organization: Nyse-Euronext example
Forward and Futures contracts
Grading is only based on an open book final exam (2 hours) with calculators (no computer).
The course exists in the following branches:
Course ID : 4MMMF6
The course is attached to the following structures:
You can find this course among all other courses.
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
Date of update January 15, 2017