Options, Futures and Risk Management

• • Introduction
  • Forward and Futures Markets
  • Forwards and Futures Pricing Principles
  • Hedging with Forward and Futures Contracts
  • Option Markets and Pricing – Part A
  • Option Markets and Pricing – Part B
  • Options Trading Strategies
  • Advanced Option Trading Strategies
  • Value at Risk
  • Swaps – Part A
  • Swaps – Part B

• Study resources

  • Instructional methods

    • Discussion forum/Discussion Board
    • Online assignment submission
    • Online Quizzes/Tests

  • Online materials

    • Printable format materials
    • Online Assessment

In order to enrol in this subject, you must be accepted into one of the following degrees:

Core

• RMI-MFC-MAS-2020

Special requirements

No special requirements

This subject was previously known as Risk Management and Financial Engineering.

This subject provides a detailed understanding of how derivative instruments are used to enhance returns and manage risks. The subject is practically oriented, encompassing quantitative theoretical developments, the application of pricing to the business environment, and the development of quantitative financial skills. Students will explore innovative financial products and financial processes in equities, currencies, interest rates and commodities along with complex risk management tools.

• Test (Linked CLOs: 1 - 5) (20%%)
• Assignment (Linked CLOs: 2, 3, 4) (40%%)
• Invigilated Exam (Linked CLOs: 1 - 5) (40%%)