10820 (v.2) Finance (Derivative Securities) 312

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Area:	School of Economics and Finance
Contact Hours:	3.0
Credits:	25.0
Seminar:	1 x 3 Hours Weekly
Prerequisite(s):	2807 (v.4) Finance (Managerial) 212 or any previous version     OR     12607 (v.2) Finance (Principles) 215 or any previous version
Forward and futures contracts, pricing futures contracts, hedging and arbitrage strategies, interest rate swaps, currency and coupon swaps. Share options, options on stock indices, Black-Scholes analysis and Binomial option pricing model, hedging with options, the greeks, advanced option strategies, exotic options.