中外合作办学
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Financial Risk Management


课程内容:

·Futures Markets

·Hedging Strategies Using Forward and Futures

·Contracts

·Interest Rate Markets and Swaps

·Options Markets

·Properties of Stock Options

·Trading Strategies Involving Options

·Option Pricing Model

·Options on Stock Indices, Currencies and Futures


学习预期:

On completing this paper students will understand and be able to :

1.Identify different aspects of financial risks

2.Understand the concepts of interest, currency risks

3.Understand the theoretical frameworks underpinning the pricing of derivative instruments

4.Understand how derivative instruments can be used to manage and hedge financial risk

5.Apply derivative tools across a range of practical decision-making contexts


学时安排:

150 total hours, including 36 class contact hours and 114 hours of independent study over 12 weeks. 3 class contact hours per week.

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