Advanced Laboratory in Financial Risk Management
A.Y. 2024/2025
Learning objectives
There are 3 primary objectives for this course:
(1) help students understand the basics of financial derivatives like options, forwards, futures, and swap contracts.
(2) how to use the Binomial Model as the basic framework to obtain arbitrage-free prices of Call and Put options, Forwards and Futures contracts. The emphasis is on intuitive understanding of the pricing models rather than mathematical derivations.
And
(3) understand various investment strategies that combine Call and Put options with the underlying stock, or Exchange Traded Funds (ETFs).
(1) help students understand the basics of financial derivatives like options, forwards, futures, and swap contracts.
(2) how to use the Binomial Model as the basic framework to obtain arbitrage-free prices of Call and Put options, Forwards and Futures contracts. The emphasis is on intuitive understanding of the pricing models rather than mathematical derivations.
And
(3) understand various investment strategies that combine Call and Put options with the underlying stock, or Exchange Traded Funds (ETFs).
Expected learning outcomes
At the end of the Laboratorio, students will 1) Know how to compute gains/losses from going long or short futures contracts; 2) how to create synthetic securities using stocks and bonds; 3) understand how to trade (speculate with) Futures contracts, and Call and Put options in bullish and bearish markets.
Lesson period: Third trimester
Assessment methods: Giudizio di approvazione
Assessment result: superato/non superato
Single course
This course cannot be attended as a single course. Please check our list of single courses to find the ones available for enrolment.
Course syllabus and organization
Professor(s)