The course material is presented in 9 topics, as described below: 1. An Introduction to Options Markets 2. Basic Options Valuation 3. The Binomial Option Pricing Model 4. The Black-Scholes Option Pricing Model 5. Options Strategies and Risk Management for Individuals 6. An Introduction to Futures Markets 7. Principles of Forward and Futures Pricing 8. FINS 3635 – Options, Futures and Risk Management Techniques 2 2.4 Course Aims and Relationship to Other Courses The aims of the course are to: Provide a rigorous understanding of the main types of exchange-traded options and futures contracts, Develop a working knowledge on the use of options and futures in risk management, Provide the necessary skills to value options and futures. Options, Futures, and Risk Management Techniques Course Outline Semester 2, 2014 Part A: Course-Specific Information Please consult Part B for key information on Business School policies (including those on plagiarism and special consideration), student responsibilities and student support services. UNSW Australia Business School

Course Outline: Overview and Options Basics. Basics of Call Options. Definitions; Why buy a call? Risks. Basics of Put Options. risk transfer mechanisms, establishing risk management objectives, problems with forward contracts under high default risk, futures and options hedging,  topics: (1) Models for option pricing and hedging (risk management) and (2) our normal class hours on the exam dates specified in the course outline below. Perform new course search If a link to your Unit Outline is not displayed, please check back later. This unit provides an overview of options, futures, forwards and swaps on a range of underlying assets/commodities including stocks, 4. Select and apply appropriate derivatives for various types of risk management.

Topics covered include an overview of derivative securities, forward and futures contracts (on stock indices, investment and consumptive assets), options (on stocks, stock indices and futures), hedging positions in options and other derivative securities, binomial option pricing, risk-neutral valuation, the stochastic process followed by stocks, numerical techniques in option pricing, options on non-traded assets, exotic options and pricing biases.

Study Board of Market and Management Anthropology, Economics, Mathematics- Economics, Environmental and Resource Management. Teaching language:  5 Sep 2014 Syllabus of Master Quantitative Finance and Risk Management (QFRM). 2 Teaching Objectives: This course will teach the students the essential basic [4] J.C. Hull: Options, Futures & Other Derivatives, Prentice-Hall 2000. Explore the current course outline for FINS3635 Options, Futures and Risk Management for information on how each course was structured, assessment details, resources, key policies and support. The course material is presented in 9 topics, as described below: 1. An Introduction to Options Markets 2. Basic Options Valuation 3. The Binomial Option Pricing Model 4. The Black-Scholes Option Pricing Model 5. Options Strategies and Risk Management for Individuals 6. An Introduction to Futures Markets 7. Principles of Forward and Futures Pricing 8. FINS 3635 – Options, Futures and Risk Management Techniques 2 2.4 Course Aims and Relationship to Other Courses The aims of the course are to: Provide a rigorous understanding of the main types of exchange-traded options and futures contracts, Develop a working knowledge on the use of options and futures in risk management, Provide the necessary skills to value options and futures.

including forward, futures, options, and swap contracts to manage financial price risks. This course is designed to provide students with a strong theoretical base and sound analytical skills. Learning outcomes (LO) By the end of the course, it is expected that students will be able to: # Learning outcome Graduate profile capability*

To begin, the course identifies relationships that must hold in such markets if there are to be no arbitrage opportunities. The course then covers options pricing using the Binomial and Black-Scholes approach, as well as describing a wide range of futures and options dealing strategies, along with their applications to hedging and risk management. • Provide a rigorous understanding of the main types of exchange-traded options and futures contracts, • Develop a working knowledge on the use of options and futures in risk management, • Provide the necessary skills to value options and futures. The prerequisite for this course is FINS 2624 Portfolio Management. including forward, futures, options, and swap contracts to manage financial price risks. This course is designed to provide students with a strong theoretical base and sound analytical skills. Learning outcomes (LO) By the end of the course, it is expected that students will be able to: # Learning outcome Graduate profile capability* Explore the Semester 1, 2018 Course Outlines for FINS3635 Options, Futures and Risk Management, and get information on how each course was structured, along with assessment details, and previous resources. To begin, the course identifies relationships that must hold in such markets if there are to be no arbitrage opportunities. The course then covers options pricing using the Binomial and Black-Scholes approach, as well as describing a wide range of futures and options dealing strategies, along with their applications to hedging and risk management.

However, this course assumes no prior knowledge of financial derivatives. Topics Outline. Futures And Swaps Options and The Black-Scholes Formula Binomial 

5 Sep 2014 Syllabus of Master Quantitative Finance and Risk Management (QFRM). 2 Teaching Objectives: This course will teach the students the essential basic [4] J.C. Hull: Options, Futures & Other Derivatives, Prentice-Hall 2000. Explore the current course outline for FINS3635 Options, Futures and Risk Management for information on how each course was structured, assessment details, resources, key policies and support. The course material is presented in 9 topics, as described below: 1. An Introduction to Options Markets 2. Basic Options Valuation 3. The Binomial Option Pricing Model 4. The Black-Scholes Option Pricing Model 5. Options Strategies and Risk Management for Individuals 6. An Introduction to Futures Markets 7. Principles of Forward and Futures Pricing 8. FINS 3635 – Options, Futures and Risk Management Techniques 2 2.4 Course Aims and Relationship to Other Courses The aims of the course are to: Provide a rigorous understanding of the main types of exchange-traded options and futures contracts, Develop a working knowledge on the use of options and futures in risk management, Provide the necessary skills to value options and futures. Options, Futures, and Risk Management Techniques Course Outline Semester 2, 2014 Part A: Course-Specific Information Please consult Part B for key information on Business School policies (including those on plagiarism and special consideration), student responsibilities and student support services. UNSW Australia Business School Explore the Semester 1, 2018 Course Outlines for FINS3635 Options, Futures and Risk Management, and get information on how each course was structured, along with assessment details, and previous resources. Topics covered include an overview of derivative securities, forward and futures contracts (on stock indices, investment and consumptive assets), options (on stocks, stock indices and futures), hedging positions in options and other derivative securities, binomial option pricing, risk-neutral valuation, the stochastic process followed by stocks, numerical techniques in option pricing, options on non-traded assets, exotic options and pricing biases.

Course description. Introduces forwards, futures & options as securities for risk management & speculation. Exposures to equity, currency, interest rate 

15 Jun 2019 Courses; Management; NOC:Financial Derivatives & Risk Management (Video); Syllabus; Co-ordinated by : IIT Roorkee; Available from : 2019-07-25; Lec :1 Pricing: Consumption Assets · Futures: Introduction & Salient Features Model, Risk Neutral Valuation · Option Pricing: Binomial Model Contd. The course will focus on the application of financial derivatives and financial engineering to greeks, pricing swaps, managing market risk, credit risk and liquidity risk. Options, Futures and other Derivatives 2018 by John Hull, 10th Edition, Pearson. modifications to the syllabus, and announcements concerning exams. This Finance - Options, Futures and Other Financial Derivatives course at London School of Economics and Political Science delivers the concepts and models. Derivatives and Risk Management introduces the fundamental principles and It provides students with the theoretical background and the practical skills for valuation of all basic financial derivatives: options, futures, View Course Outline 

• Provide a rigorous understanding of the main types of exchange-traded options and futures contracts, • Develop a working knowledge on the use of options and futures in risk management, • Provide the necessary skills to value options and futures. The prerequisite for this course is FINS 2624 Portfolio Management.