Brief Course Description
1. Course Title:
Derivatives
2. Language of Instruction:
Tiếng Anh
3. Course Code:
FIN202
4. Credits:
4
5. Course Objectives:
Describe the operational mechanics of derivatives trading;
Explain factors affecting the pricing of forward and futures contracts;
Explain the trading and hedging strategies using futures and options;
Use the Binomial and Black-Scholes-Merton models for option pricing;
Explain the concepts of real options and their applications in project valuations.
6. Brief Description of Course Content:
Derivatives provide an introduction to the major classes of derivatives: forwards, futures, swaps and options. It examines how these instruments can be used bycompanies for the purposes of hedging, speculation and arbitrage. Each of these categories of derivatives is examined in some detail. Considerable attention is also given to various models used to price derivative products. The historical background to contemporary risk management is also considered.