| Code | Lecturer(s) | Associate Lecturer(s) | Subsitute Lecturer(s) et other(s) |
|---|---|---|---|
| W-FINA-028 |
|
| Language of instruction | Language of assessment | HT(*) | HTPE(*) | HTPS(*) | HR(*) | HD(*) | Term |
|---|---|---|---|---|---|---|---|
| Français | Français | 0 | 25 | 0 | 0 | 0 | Q1 |
Contents
Forward ; future ; swap; options; arbitrage; couverture.
Required Reading
Required Learning Resources/Tools
Not applicable
Recommended Reading
Recommended Learning Resources/Tools
Not applicable
Other Recommended Reading
Hull J. (2014),, "Options, futures et autres actifs dérivés", 9ème édition, Pearson
Hull J. (2013), "Gestion des risques et institutions financières", 3ème édition, Pearson
Jegourel Y. (2005), « Les produits financiers dérivés », La Découverte Repères, 122 pages.
Portrait R. & Poncet P. (2008), « Finance de marché- Instruments de base, produits dérivés, portefeuilles et risques », Dalloz-Sirey, 1088 pages.
Mode of delivery
- Face to face
Term 1 Assessment - type
- Presentation and works
- Written examination
Term 1 Assessment - comments
Written examination (75%) and personal works (25%)
Term 2 Assessment - type
- N/A
Term 2 Assessment - comments
Not applicable
Term 3 Assessment - type
- Written examination
Term 3 Assessment - comments
Written examination (100%). The student did'nt present their personal work during the first session have to present it during the second session.
Resit Assessment - Term 1 (B1BA1) - type
- N/A
Resit Assessment - Term 1 (B1BA1) - Comments
Not applicable
Type of Teaching Activity/Activities
- Séminaires