The course introduces three general classes of derivative instruments: forwards/futures, options, and swaps. Within each class, students will learn specific derivative products such as commodity, index and interest rate forwards/futures, equity/index options, currency and interest rate swaps etc. The major arbitrage, trading and hedging techniques are introduced throughout the course for each type of the derivative instrument. Students will also learn derivatives’ pricing and valuation models using conceptual problems and practical assignments. Students will also learn about the Associate PRM and CFA certificate programs, and will review the derivatives topics which are covered by these programs.
Please read all the general information posted on the MOODLE.
- Мұғалім: Chingiz Sheriyazdanov