- Instructor: Dr Eymen Errais
- Email: eymen@errais.com
- Pre-requisite:
- Financial Markets
Course Description
The course aims to provide a thorough understanding of both the mechanics and the operations of financial derivatives markets, whilst paying particular attention to the trading and evaluation of equity, interest rate, FX and credit derivatives.
Course Learning Outcomes
Upon successful completion of the course, students will be able to:
- Acquire and understand the central issues of how to price and trade financial derivatives.
- Enhance their ability to use different kinds of technical tools to hedge their financial risk exposures.
Course Materials
- Options, Futures and other Derivatives, John Hull, John Wiley. 10th edition
Course Content
- Review of futures markets
- Hedging strategies using futures markets
- Interest Rates
- Forward and Futures Valuation
- Interest Rate Futures
- Swaps
- Options
TBS Grading Scale
| Scale (out of 100) | TBS Grading Scale | Grade Point |
|---|---|---|
| Grade > 90 | A | 4.0 |
| 87≤ Grade < 90 | A- | 3.7 |
| 83 ≤ Grade < 87 | B+ | 3.3 |
| 80 ≤ Grade < 83 | B | 3.0 |
| 77 ≤ Grade < 80 | B- | 2.7 |
| 73≤ Grade < 77 | C+ | 2.3 |
| 70 ≤ Grade < 73 | C | 2.0 |
| 67 ≤ Grade < 70 | C- | 1.7 |
| 65 ≤ Grade < 67 | D+ | 1.3 |
| 60 ≤ Grade < 65 | D | 1.0 |
| Grade < 60 | F | 0.0 |