Financial Derivatives Analysis

Κωδικός: 
1883
Εξάμηνο: 
8o
Specialization Courses
Κατεύθυνση Οικονομικής Επιχειρήσεων και Χρηματοοικονομικής
Διδάσκων: 

Course Description

The course unit examines financial derivative products, their use for investment purposes and risk management. Futures contracts, forward contracts, debt swaps and options are part of the syllabus, and various valuation methods are presented (e.g. for options, the binomial and Black and Scholes methods). Investment strategies as well as the formation of optimal risk hedging ratios are part of the course.