Derivatives and Risk Management
Forwards, futures, swaps and options, how they are priced, and how companies use them to manage risk.
FIN-320 Year 3 3 credits 12 lessons planned ▶ Video lessons coming soon
Offered by HSM University · Finance
Course content
- 1What derivatives are and why they existComing
- 2Forward contractsComing
- 3Futures markets and marginComing
- 4Hedging with futuresComing
- 5Interest rate and currency swapsComing
- 6Option basics and payoffsComing
- 7Option strategiesComing
- 8Binomial option pricingComing
- 9The Black-Scholes-Merton modelComing
- 10The Greeks and hedging optionsComing
- 11Corporate risk management programsComing
- 12Case study: hedging a commodity producerComing
Requirements
Recommended background. You can start any course at any time.
Description
Forwards, futures, swaps and options, how they are priced, and how companies use them to manage risk.
Part of the Business stream, typically taken in year 3.