KZ

Финансовые Производные Ценные Бумаги

  • The course examines the theories and application of financial derivatives in modern finance. The course focuses on three general classes of derivatives: forwards, futures, options, and swaps. Characteristics of widely used derivatives such as interest rate futures, index futures, stock options, interest and currency swaps are introduced. Emphasis is placed on organization of derivatives market, arbitrage pricing and strategies, trading and hedging techniques. The more advanced topics include option valuation models (Binominal tree and Black-Sholes models), options’ Greek letters, swap valuation methods, regulations and recent innovations in derivative markets.
  • Образовательная программа 8D04107 Деловое администрирование
  • ВУЗ Университет КИМЭП
  • Кредитов 5
  • Селективная дисциплина
  • Год обучения 1
  • Семестр 2
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