2025/2026

Производные финансовые инструменты

Статус: Маго-лего

Кто читает: Международный институт экономики и финансов

Когда читается: 1 модуль

Охват аудитории: для своего кампуса

Преподаватели: Макаров Дмитрий Сергеевич

Язык: английский

Course Syllabus

Abstract

Part of Dmitry Makarov. Prerequisites: Financial Economics I, Intermediate Calculus, Probability Theory, Mathematical Statistics. The course examines fundamental topics and approaches in derivative pricing. It is quantitatively oriented and requires some background in calculus and statistics. Derivative financial instruments are those instruments whose value is “derived” from the value of some underlying asset or assets. Our goal is to learn how to price such instruments using a no-arbitrage principle, and how to hedge them. The course will be particularly relevant to students interested in financial markets, securities trading and structured products development involving derivatives.Part of Veronika Chistotinova. Pre-requisites:Profound knowledge in economics and finance is appreciated (time value of money, CAPM, probability theory, bonds, equities, main risks associated with financial products).Basic skills of Python programming are welcomed.Abstract:This course is aimed at students who want to pursue career in financial industry and seek for practical side of known theoretical concepts. Objective of the course is to provide well-grounded overview of derivatives pricing and dealing in modern financial markets. Main focus is to familiarize students with market infrastructure as a system, institutions involved into derivatives business and instruments features. During the course students will learn important and practical concepts of derivatives trading. This is vital for the graduates because anyone new to the industry is expected to be up-to-speed within months if not weeks, of starting out. The course is based on lectures, seminars, team work and self-study.