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Derivative Securities

Code: ECON310

Credits: 15

Semester: Semester 1

Derivatives have become increasingly important financial instruments in progressively complex contemporary global financial markets. This module provides the opportunity for an in-depth exploration of derivatives involving both a practical and theoretical approach. The course builds from basic definitions and properties of ‘put’ and ‘call’ options, ‘forwards’, ‘futures’ and exotic derivative contracts. A number of analytical tools are used such as payoff diagrams to help establish determinants of derivatives values and pricing relationships between different types of derivatives in arbitrage, hedging and speculation.