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| GEST0841-1 | Options, Futures and Other Derivative Securities | |||||
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| Duration : | 30h Th | |||||
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| Holder(s) : | Albert Corhay | |||||
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| Course contents : | Deep analysis of financial derivatives: options, futures, swaps, etc. This course begins with an overview of derivative markets' structure and organisation. Students will acquire an understanding of their use as hedging or speculating instruments. The course also deals with evaluation models of these derivatives, like the Binomial Option Pricing and the Black & Scholes Models. They will also become more familiar with particular derivatives on index, exchange rates and, interest rates. | |||||
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| Course objective : | Financial derivatives are proliferating. Therefore this course is aimed at providing a basic understanding of these contingent financial assets in general, and of derivatives in particular. | |||||
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| Prerequisites : | Portfolio Management. | |||||
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| Organization : | This course is divided between lectures, exercices classes and exercices on the web. | |||||
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| Written notes : | Reference book: J.C. HULL, Options, Futures, and Other Derivative Securities, 1998, Prentice Hall International Editions. Slides are available on the website. | |||||
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| Assessment : | Written exam at the end of the semester. | |||||
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| Contacts : | Enseignant : A. CORHAY, Tél. : 04/366 31 96 - Fax: 04/366 27 67 E-Mail: A.Corhay@ulg.ac.be Secrétariat : M. BEQUET, Tél. : 04/366 31 89 - Fax: 04/366 27 67 E-Mail: mbequet@ulg.ac.be Assistante : A. DIGHAYE, Tél. : 04/366 31 83 - Fax : 04/366 27 67 E-mail: adighaye@ulg.ac.be | |||||
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ULg : Students and Studies Administration - Academic Affairs
Contact : Monique Marcourt, direction A.E.E.
Date of data : 27/02/2006
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