Financial Derivatives & Risk Management

Objectives

This course provides a comprehensive exploration of financial derivatives alongside the traditional domain of risk management. This curriculum covers the mechanisms by which financial derivatives are structured, priced, and utilized to mitigate risks and enhance the economic value of portfolios in global financial markets.

The course begins with a foundational understanding of various financial derivatives, including forwards, futures, options, and swaps. Students will gain insight into the critical role these instruments play in modern finance by providing opportunities for financial risk transfer and management across diverse market scenarios. The curriculum extends to encompass the practical and theoretical aspects of derivative markets, pricing models, and the strategic use of these instruments within the broader context of corporate and portfolio risk management.

Participation Requirements

Basic familiarity with Python or other programming language is recommended. Practical materials are designed for students from all backgrounds, but students without previous programming experience may need to dedicate additional effort to learning how to write basic smart contracts.