Derivative Securities [ LLSMS2215 ]
5.0 crédits ECTS
30.0 h
1q
| Teacher(s) |
Iania Leonardo ;
|
| Language |
English
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Place
of the course |
Louvain-la-Neuve
|
| Prerequisites |
Basic calculus and finance
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| Main themes |
Main theme is derivative instruments. Concepts such as forward, futures, options and swap contract are introduced and studied.
|
| Aims |
Having regard to the LO of the programme X, this activity contributes to the development and acquisition of the following LO:- 1. Corporate citizenship
1.1. 'Demonstrate independent reasoning, look critically '
2. Knowledge and reasoning
2.2. Master highly specific knowledge '
2.4. Activate and apply the acquired knowledge '
3. A scientific and systematif approach
3.1. Conduct a clear, structured, analytical reasoning '
3.2. Collect, select and analyze relevant information '
5. Work effectively in an international and multicultural environment
6. Teamwork and leadership
6.1. Work in a team...
7. Project management
7.1.Analyse a project within its environment and define the expected outcomes'
7.2. Organize, manage and control the process, '
7.3.Make decisions and take responsibility for them in an uncertain world '
8. Communication and interpersonal skills
8.1. Express a clear and structured message'
9. Personal and professional development
9.1. Independent self-starter '
9.3. Self-motivation'
At the end of this course, the student will be able to:- - To operate in an international context- To work in a team- Analythical thinking
The contribution of this Teaching Unit to the development and
command of the skills and learning outcomes of the programme(s) can be
accessed at the end of this sheet, in the section entitled
“Programmes/courses offering this Teaching Unit”.
|
| Evaluation methods |
Mid term tests, assignment, final exam
|
| Teaching methods |
Lectures and exercises sessions
|
| Content |
Derivative Markets and Instruments, Forward Markets and Contracts, Futures Markets and Contracts, Option Markets and Contracts, Swap Markets and Contracts, Risk Management Applications of Option Strategies, Interest Rate Derivative Instruments.
|
| Bibliography |
: SLIDES compulsory and available on line . BOOK : Analysis of Derivatives for the CFA Program by Don M. Chance compulsory Supports available on line are on ICAMPUS.
|
| Other information |
Main reference: Analysis of Derivatives for the Chartered Financial Analyst® Program, by Don M. Chance, CFA
|
Faculty or entity
in charge |
> CLSM
|
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