2024/2025

Производные финансовые инструменты

Статус: Маго-лего

Кто читает: Банковский институт

Когда читается: 2 модуль

Охват аудитории: для своего кампуса

Преподаватели: Булушова Лидия Станиславовна

Язык: русский

Кредиты: 3

Программа дисциплины

Аннотация

The course is intended for the second year students enrolled in the Master's program "Financial Analyst" and is designed as one academic unit. Throughout this course derivatives markets together with their associated instruments and their risks are considered. The course covers major types of derivative instruments such as forwards, futures, swaps and options, and introduces their features as well as mathematical apparatus required for derivatives pricing and valuation. The course provides insight into derivative instruments practical use, especially hedging and managing portfolio risks. Throughout the course risks associated with derivative instruments are introduced and illustrated with real life examples of successful and unsuccessful applications of derivatives by financial institutions and corporations.