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OPTIONS THEORY AND TRADING

CODE 108142
ACADEMIC YEAR 2022/2023
CREDITS
  • 9 cfu during the 1st year of 11427 MANAGEMENT FOR ENERGY AND ENVIRONMENTAL TRANSITION (MEET)(LM-77) - GENOVA
  • SCIENTIFIC DISCIPLINARY SECTOR SECS-S/06
    LANGUAGE English
    TEACHING LOCATION
  • GENOVA
  • SEMESTER 2° Semester
    TEACHING MATERIALS AULAWEB

    AIMS AND CONTENT

    LEARNING OUTCOMES

    This teaching aims to provide quantitative and interpretative tools for the pricing process of derivative products, with particular attention to the techniques employed on the energy markets. The strategic methods that analysts use for dealing with market changes in the markets are also illustrated with the aid of discussion cases. In particular, the students will be led to focus on sensitivity analysis through the Greeks and to develop of complex strategies based on derivative products as well as to exploit market movements through second generation derivative products. Finally, skills and tools will be provided for the active management of derivative portfolios on the energy markets.