FIN4003 - Financial Derivatives

年級:4
學分: 3
時間: 45小時
先修單元: FIN3003 Principles of Investment or with the Instructor’s permission and upon endorsement of the relevant Head and Programme Director
單元概要
This module introduces students to futures and options contracts. It extensively uses modern arbitrage arguments in analysing securities prices and market behaviours.
學習成果
Upon completion of this module, students should be able to:

  1. analyse and price futures/forward and options contracts;

  2. apply information from option and futures markets to form market views; and

  3. implement hedging, trading, and arbitrage strategies with futures, options, and cash positions under different market conditions and for revealing specific market views.