Financial Derivatives Analysis

    Course Code: 
    1883
    Semester: 
    8th
    Specialization Courses
    Specialization: Business Economics and Finance
    Professor: 

    TSOUKNIDIS DIMITRIS

    Course Description

    The course unit examines financial derivative products, their use for investment purposes and risk management. Futures contracts, forward contracts, debt swaps and options are part of the syllabus, and various valuation methods are presented (e.g. for options, the binomial and Black and Scholes methods). Investment strategies as well as the formation of optimal risk hedging ratios are part of the course.