DERIVATIVES

DERIVATIVES

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iten
Codice
93181
ANNO ACCADEMICO
2016/2017
CFU
3 cfu al 2° anno di 8700 ECONOMIA E ISTITUZIONI FINANZIARIE (LM-56) GENOVA
SEDE
GENOVA (ECONOMIA E ISTITUZIONI FINANZIARIE )
periodo
2° Semestre

OBIETTIVI E CONTENUTI

Modalità didattiche

teaching methods, obligations, texts and methods of assessment

 

Text: John C. Hull: Options, Futures, and other Derivatives. Prentice Hall eighth edition.

Teaching: Frontal lessons using my slides that will be available to the students. Every week I will hand out problems examples with solutions for the sstudents to study.

 

Students must attend 75% of the course

 

 

 

Test is only once final.

 

The test will take place during the last meeting in the classroom.

 

On the basis of the test will evaluate the suitability of the student.

 

 

 

PROGRAMMA/CONTENUTO

Programs

  1. Introductions to Forwards and futures markets.
  2. Hedging with Futures
  3. Arbitrage activities
  4. Swaps
  5. Introduction to options markets
  6. Strategies with options
  7. Options prices
  8. The Black-Scholes-Merton model
  9. The Greeks

TESTI/BIBLIOGRAFIA

texts

 

Text: John C. Hull: Options, Futures, and other Derivatives. Prentice Hall eighth edition.

 

 

 

 

 

 

 

 

 

 

DOCENTI E COMMISSIONI

Commissione d'esame

BARBARA ALEMANNI (Presidente)

MARCO DI ANTONIO

LEZIONI

Modalità didattiche

teaching methods, obligations, texts and methods of assessment

 

Text: John C. Hull: Options, Futures, and other Derivatives. Prentice Hall eighth edition.

Teaching: Frontal lessons using my slides that will be available to the students. Every week I will hand out problems examples with solutions for the sstudents to study.

 

Students must attend 75% of the course

 

 

 

Test is only once final.

 

The test will take place during the last meeting in the classroom.

 

On the basis of the test will evaluate the suitability of the student.

 

 

 

INIZIO LEZIONI

2° Semester

ESAMI

Modalità d'esame

Students must attend 75% of the course

 

Test is only once final.

 

The test will take place during the last meeting in the classroom.

 

On the basis of the test will evaluate the suitability of the student.

Modalità di accertamento

Students must attend 75% of the course

 

Test is only once final.

 

The test will take place during the last meeting in the classroom.

 

On the basis of the test will evaluate the suitability of the student.