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Introduction to Financial Derivatives

This course provides an introduction to the financial derivatives markets. The course considers how investors and other corporations efficiently can utilize derivatives instruments for purposes such as risk control, arbitrage and speculation.

The definitions of different kinds of derivatives are treated, including futures and forward contracts, options and swap contracts. Valuation principles, parities and models are analyzed and applied, including the Binomial model.

The purpose of this course is to provide the participants with an understanding and intuition of the fundamental properties of standard derivatives as well as an ability to apply basic valuation methods.