Topic outline

  • Introduction
    1
    2
    Chapter
    1
    2
    3
    4
    5
    6
  • Course Overview !

    In this course you will learn about financial derivatives, including options, futures, forwards, swaps, and other securities as time permits. Our primary emphasis will be on how these contracts are valued and how they can be used to manage risk by hedging.
    • Prerequisites !

      All students should have successfully completed FINC 5031 (Financial Analysis and Markets) or an equivalent course. I will also assume that you are familiar with basic algebra and statistical techniques and that you are able to use Microsoft Excel. Anyone who has not completed the required prerequisites should speak with me before continuing in the course.

      • Chapter 1 : Introduction

        to Derivatives !

        -   After studying this chapter, you will understand  derivatives markets 

        Learning Objectives 

        • Understanding types of
        • Options
        • Futures / Forward 
        • SWAP 

      • Chapter 2 - An Introduction  
        to Forwards and Options!

        After finishing this chapter, you will understand Forward and options products, and how they trade in the financial market .

        Learning Objectives 

        • Forward contract 
        • Option contract

      • Chapter 3 - Insurance, Collars, and Other Strategies !

        After studying this chapter, you will understand  how to apply forward and options contracts

        Learning Objectives

        • Options can be…
        • used to insure long positions (floors).
        • used to insure short positions (caps).
        • written against asset positions (selling insurance).
      • Chapter 4 - Introduction to Risk Management !

        After studying this chapter, you will understand  how to do risk management.

        Learning Objectives

        • Basic Risk Management.
        • Manage risk for input and output products.
      • Chapter 5 -  Financial Forwards and Futures !

        After finishing this chapter, you will understand Forward and options products, and how they trade in the financial market.

        Learning Objectives

        • Stock and index futures/forwards:
        • How are they used?
        • How are they Priced ? 
        • How are they hedged ?
      • Chapter 8: SWAP !

        After studying this chapter, you will understand  how to trade SWAP contracts

        Learning Objectives

        • Deification of SWAP 
        • Pricing SWAP contracts 
        • Trade SWAP contracts