BSS Business School

• Derivative Valuation I

• Derivative Valuation II

Derivative Valuation I: Derivative markets and instruments, Classification of derivatives, Elementary pricing principles, Sources of risk, Forward markets and instruments, Concept of forward contracts, Valuation of forward contracts, Forward contract strategies, Futures markets, Mechanics of futures markets, Valuation of futures contracts, Application of futures.

Derivative Valuation II: Options markets, Mechanisms, Valuation and pricing, Volatility, Managing an option portfolio, Trading strategies, Exotic options, Swap markets, Types and characteristics of swaps, Swap strategies, Managing swap credit risk, Forward swaps and swaptions, Asset-based securities.