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1. COURSE OBJECTIVES
This is an undergraduate level course designed to prepare students to be a financial risk manager in banks, corporations or other institutions. Through chapters, case analyses, and discussions we will explore issues related to the uses and the valuation of the main derivative financial instruments: forward, futures, swaps and options. The issues cover the trading mechanisms used on derivative markets and explains the fundamental principles underlying the pricing of derivative instruments and their use in portfolio management.
2. COURSE CONTENT
No.
Content
Time Allocation
Contribution to CLO
Hour(s) on the class
Essays, exercise,
Assignments
Self-study with teacher’s tutorials
Lecture
Practice, Seminar
1-2
Overview of Financial Risk Management
5
0
0
12
1,5,7
3-5
Forwards, Futures, and applications
5
4
5
15
1,2,3,5,7
6-7
Forward and Futures Pricing
5
3
4
13.5
1,3,5,7
8-9
Swaps Contracts, pricing and applications
5
3
6
13.5
1,4,6,7,8
10-12
Options and applications
5
3
4.5
14.5
1,2,5,6,7
13-15
Options Pricing and Module Wrap-up
5
2
3
14
1,2,6,7
Total
30
22.5
15
82.5
3. COURSE ASSESSMENT
- Score ladder: 10
- Type of assessment
Form
Content
Criteria
CLO
Proportion
Formative
Attendance
The number of attendances and participation in lesson
7,8
10%
Midterm exam
Issues have been studied
MCQ and/or Written exam (60 minutes) or simulation trading
1-7
30%
Summative
Final test
MCQ /+ Written exam (60 minutes)
1-7
60%
Total:
100%