Options and derivatives

65-019  Options and derivatives

second cycle Master degree study programme Economics and Finance

Course Supervisor: Assoc. Prof. Mihael Perman

  Content

  • Option markets and principles of option pricing
  • Option pricing models (Binomial tree, Black-Scholes model, Black-Scholes as an investment decision making tool)
  • Advanced option strategies
  • Future markets and pricing
  • Forward markets and pricing
  • Hedging and Value at Risk (Greeks, delta hedging, minimum-variance hedging, VaR)
  • Interest rate derivatives (swaps)

Social Media

Index