Advanced laboratory in financial risk management

A.A. 2023/2024
3
Crediti massimi
20
Ore totali
SSD
SECS-P/05
Lingua
Inglese
Obiettivi formativi
There are 3 primary objectives for this course:
(1) help students understand the basics of financial derivatives like options, forwards, futures, and swap contracts.
(2) how to use the Binomial Model as the basic framework to obtain arbitrage-free prices of Call and Put options, Forwards and Futures contracts. The emphasis is on intuitive understanding of the pricing models rather than mathematical derivations.
And
(3) understand various investment strategies that combine Call and Put options with the underlying stock, or Exchange Traded Funds (ETFs).
Risultati apprendimento attesi
At the end of the Laboratorio, students will 1) Know how to compute gains/losses from going long or short futures contracts; 2) how to create synthetic securities using stocks and bonds; 3) understand how to trade (speculate with) Futures contracts, and Call and Put options in bullish and bearish markets.
Corso singolo

Questo insegnamento non può essere seguito come corso singolo. Puoi trovare gli insegnamenti disponibili consultando il catalogo corsi singoli.

Programma e organizzazione didattica

Edizione unica

Edizione non attiva
Periodo
Terzo trimestre
SECS-P/05 - ECONOMETRIA - CFU: 3
Attivita' di laboratorio: 20 ore