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Presentation
Presentation
Knowledge of tools in terms of risk control in futures markets, through the use of various mechanisms instruments for mitigating risks inherent to various aspects of business activity are available for this purpose.
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Class from course
Class from course
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Degree | Semesters | ECTS
Degree | Semesters | ECTS
Master Degree | Semestral | 6
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Year | Nature | Language
Year | Nature | Language
1 | Optional | Português
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Code
Code
ULHT248-13393
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Prerequisites and corequisites
Prerequisites and corequisites
Not applicable
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Professional Internship
Professional Internship
Não
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Syllabus
Syllabus
Risk Management: Risk definitions and typologies Risk Management: Risk coverage Forward Exchange Rate Interest rate risk coverage – Forward Rate Agreement Derivatives Market: Futures Derivatives Market: Options Derivatives Market: Swaps
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Objectives
Objectives
Learning outcomes (LO) - At the end of this unit, the students will be able to: LO1 - Recognize market, liquidity and operational risks and the potential impacts of these risks. LO2 - Conceptually approach risk control in futures markets. LO3 - Apply appropriate techniques for risk mitigation in forward markets. LO4 - Evaluate the best derivatives to mitigate risk.
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Teaching methodologies and assessment
Teaching methodologies and assessment
The following teaching methodologies (TM) will be used: TM1 - Expositional: presentation of the concepts and techniques related to the syllabus contents; TM2 - Participative: analysis and resolution of cases; TM3 - Self-study: utonomous work by the student.
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References
References
Hull, J. C. Options (2021). Futures and Other Derivatives, 11th Edition, Pearson/Prentice Hall
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Office Hours
Office Hours
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Mobility
Mobility
No
