Student guide Facoltą di Economia A.A. 2004/05 Lauree Triennali

Asset management and derivatives
Aim of the course
The course will introduce students to derivatives pricing. They will learn how to price derivatives and to build structured portfolios.  
1. Basic Term Structure Concepts;
2. forward, Swaps and Futures Contacts;
3. options Basics;
4. stock prices dynamics;
5. option pricing;
6. risk measures;
7. portfolio insurance.
There will be a written test, either at the end of the course or as a take home exam.
Reading list
Hull J.C., Options, Futures, and Other Derivatives, 4th ed., Prentice Hall International, 2000.
Additional material may be suggested at the beginning of the course.