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.

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

texts

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

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.

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.