This subject contributes to the achievement of the MSc Investment Management programme learning outcomes by enabling students to solve asset management/corporate finance problems as they present themselves in real-life situations. This module will provide an in-depth understanding of the derivative assets such as options, futures, and forwards. The module aims to provide students with analytical as well as conceptual understanding on the pricing and usage of derivative securities. The module also introduces students to data analytics and AI-assisted approaches in derivatives markets.
A) Develop an in-depth understanding of the derivative assets such as options, futures, and forwards. B) Demonstrate deep and critical understanding of the factors that affect derivative prices. Apply data analytics and A.I approaches to examine how market and risk variables influence derivative prices. C) Apply pricing models to value derivative securities traded in the financial market. D) Understand the role of derivatives in risk management in financial markets.
Weekly 3-hour workshop comprising a mixture of lectures and practice classes for a total of 21 contact hours over 7 weeks.