Trading strategies using options and futures syllabus


This module explores the key concepts and theories of financial derivatives. The focus is mainly on futures and options whose underlying asset is a financial asset e. Students will learn how to price these derivatives with the use of suitable pricing models. Additionally, they will learn how to use them to implement trading strategies using options and futures syllabus risk management strategies.

Overall, this module will enable students to possess a solid knowledge on derivatives and will give them the foundation to read further in the area and at a more advanced level e.

The main aim of the module is to provide students with a comprehensive background in derivative securities such as futures, forwards and options with a particular focus on contracts where the underlying asset is a stock market index. Students will be exposed to the mathematics underlying some of the related models and to realistic trading scenarios.

Hence, they will develop important analytical skills such as using these financial derivatives to form various trading strategies or applying appropriate pricing models to determine their value. Finally, they will learn how traders manage different dimensions of risk when dynamic hedging is involved. Having successfully completed this module, you will be able to demonstrate knowledge and understanding of:. The course will consist of 6 weekly 4-hour lectures covering both theory and problem solving.

In the first part of each lecture, PowerPoint slides are used to deliver the relevant material and provide the key concepts and theories. The second part is devoted to class exercises which involve various numerical and quantitative techniques with the aim to enhance the level of understanding and strengthen the quantitative skills of students. Students are responsible for meeting the cost of essential textbooks, and of producing such essays, assignments, laboratory reports and dissertations as are required to fulfil the academic requirements for each programme of study.

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Undergraduate Postgraduate taught Postgraduate research Foundation Trading strategies using options and futures syllabus How to apply Free online learning Continuing professional development Prospectuses Pre-sessional English language courses.

Module Overview This module explores the key concepts and theories of financial derivatives. Aims and Objectives Module Aims The main aim of the what is binary trading and forex is to provide students with a comprehensive background in derivative securities such as futures, forwards and options with a particular focus on contracts where the underlying asset is a stock market index. Learning Outcomes Knowledge and Understanding Having successfully completed this module, you will be able to demonstrate knowledge and understanding of: The concepts and market mechanics of different types of financial derivatives.

How can we utilize financial derivatives to create trading strategies and hedge against risk. How can we value stock options using appropriate models based on no-arbitrage arguments and risk neutral valuation.

Subject Specific Intellectual and Research Skills Having successfully completed this module you will be able to: Differentiate among various derivative products. Determine the prices of forwards, futures and options using appropriate models.

Construct and explain trading strategies using trading strategies using options and futures syllabus derivatives. Implement risk-neutral valuation to derive the Black-Scholes-Merton option pricing model. Apply dynamic hedging strategies to manage risk. Transferable and Generic Skills Having successfully completed this module you will be able to: Be efficient in problem solving with respect to financial derivatives.

Combine and apply various methods and techniques to specific problems. Enhance their quantitative skills. Teaching and learning methods The course will trading strategies using options and futures syllabus of 6 weekly 4-hour lectures covering both theory and problem solving.

Options, Futures, and Other Derivatives. Costs associated with this module Students are responsible for meeting the cost of essential textbooks, and of producing such essays, assignments, laboratory reports and dissertations as are required to fulfil the academic requirements for each programme of study. In addition to this, students registered trading strategies using options and futures syllabus this module typically also have to pay for: