Salta al contenuto principale
CODICE 93181
ANNO ACCADEMICO 2016/2017
CFU
SEDE
PERIODO 2° Semestre

OBIETTIVI E CONTENUTI

MODALITA' DIDATTICHE

teaching methods, obligations, texts and methods of assessment

 

Text: John C. Hull: Options, Futures, and other Derivatives. Prentice Hall eighth edition.

Teaching: Frontal lessons using my slides that will be available to the students. Every week I will hand out problems examples with solutions for the sstudents to study.

 

Students must attend 75% of the course

 

 

 

Test is only once final.

 

The test will take place during the last meeting in the classroom.

 

On the basis of the test will evaluate the suitability of the student.

 

 

 

PROGRAMMA/CONTENUTO

Programs

  1. Introductions to Forwards and futures markets.
  2. Hedging with Futures
  3. Arbitrage activities
  4. Swaps
  5. Introduction to options markets
  6. Strategies with options
  7. Options prices
  8. The Black-Scholes-Merton model
  9. The Greeks

TESTI/BIBLIOGRAFIA

texts

 

Text: John C. Hull: Options, Futures, and other Derivatives. Prentice Hall eighth edition.

 

 

 

 

 

 

 

 

 

 

DOCENTI E COMMISSIONI

Commissione d'esame

BARBARA ALEMANNI (Presidente)

MARCO DI ANTONIO

LEZIONI

INIZIO LEZIONI

2° Semester

Orari delle lezioni

L'orario di questo insegnamento è consultabile all'indirizzo: Portale EasyAcademy

ESAMI

MODALITA' D'ESAME

Students must attend 75% of the course

 

Test is only once final.

 

The test will take place during the last meeting in the classroom.

 

On the basis of the test will evaluate the suitability of the student.

MODALITA' DI ACCERTAMENTO

Students must attend 75% of the course

 

Test is only once final.

 

The test will take place during the last meeting in the classroom.

 

On the basis of the test will evaluate the suitability of the student.

Calendario appelli

Dati Ora Luogo Tipologia Note
06/06/2017 13:00 GENOVA Scritto
20/06/2017 13:00 GENOVA Scritto
04/07/2017 16:00 GENOVA Scritto
18/07/2017 13:00 GENOVA Scritto
12/09/2017 13:00 GENOVA Scritto