CODICE 93181 ANNO ACCADEMICO 2016/2017 CFU 3 cfu anno 2 ECONOMIA E ISTITUZIONI FINANZIARIE 8700 (LM-56) - 3 cfu anno 1 ECONOMIA E ISTITUZIONI FINANZIARIE 8700 (LM-56) - 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 Introductions to Forwards and futures markets. Hedging with Futures Arbitrage activities Swaps Introduction to options markets Strategies with options Options prices The Black-Scholes-Merton model 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 Data appello Orario 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
