Financial Derivatives

Author

Tomáš Plíhal

Published

February 19, 2024

Preamble

The course Financial Derivatives delves into the intricacies of derivative instruments, focusing on both fixed and conditional contracts, including forwards, futures, swaps, and options. It explores the utilization of derivatives within financial markets, particularly for hedging against various risks. Students will gain a comprehensive understanding of the essence and valuation of financial derivatives, along with detailed insights into the exchange trading mechanisms for futures and options.

Upon completing this course, the student will be able to:

define financial derivatives and understand their specific characteristics
explain the differences between fixed future contracts and options
price financial derivatives
suggest their use

References:

HULL, John. Options, futures, and other derivatives. Global edition. Harlow: Pearson, 2018. ISBN 9781292212890.
PIRIE, Wendy L. Derivatives. Hoboken: Wiley, 2017. xix, 597. ISBN 9781119381815.
BLÜMKE, Andreas. How to invest in structured products : a guide for investors and investment advisors. Chichester: Wiley, 2009. xvi, 374. ISBN 9780470746790.