Nottingham University Business School
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Derivative Investment

Please note that the following information may be subject to change.

Module Convenor:  Rong Huang

Module Content:
Forward and futures contracts, how they are traded and used for hedging.
Stock price modelling.
Derivatives – European and American styles.
Derivative valuation - Binomial trees, Trinomial trees, Monte-Carlo, Black-Scholes.
Stock indices, futures on stock indices, options on futures.
Compound options and real options.

Module Aims:
To understand valuation models for derivative securities and the markets in which derivatives are traded.
The use of derivative securities in financial risk management is also examined.

Module Assessment:
2 hour Examination (50%); Individual Coursework (3,000 word report) (50%)


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Nottingham University Business School

Jubilee Campus
Nottingham
NG8 1BB

telephone: +44 (0) 115 846 6602
fax: +44 (0) 115 846 6667
email: business-enquiries@nottingham.ac.uk