Course Description

Course Name

Futures and Options Markets

Session: VSOS3221

Hours & Credits

3 Credits

Prerequisites & Language Level

Taught In English

  • There is no language prerequisite for courses at this language level.

Overview

Course Learning Goals and Objectives
The objective of this course is to introduce the students to the basic pricing models for the derivative securities such as options, futures, forward, swaps and interest rate derivatives. This course covers the fundamental principles in derivative pricing and hedging, and demonstrates the application of those principles in different financial settings by translating the condition of no-arbitrage into a pricing equation. This course also considers applications to hedging, design of portfolios, and pricing of complex derivatives.

Textbook and Lecture Notes
The required textbook is Fundamentals of Futures and Options Markets (J. Hull, Seventh Edition). Course lecture note would be available from the course website (EKU).

*Course content subject to change