Course Details
Country:
Hong Kong
Institution:
Chinese University of Hong Kong
Course Title:
Economics of Derivatives
Course Number:
ECON 4450
Course Description:
This course is designed as an introduction to the markets for derivatives. It covers most of the widely used derivative securities in practice, such as futures contracts, interest-rate and currency swaps, and various options. During the course we shall discuss, among others, the uses of derivatives in risk management, valuation of derivatives, the risk-neutral valuation principle, the Black-Scholes formula, binomial trees approach and portfolio insurance.
Language:
English
Approved Equivalent:
INTS 399
Attachment Files:
HK_ECON4450.pdf
