Equity and Equity Derivatives
 /  Equity and Equity Derivatives
Equity and Equity Derivatives

Professor: : Hatem Dohni, UBS Group.

Outline:

1. Introduction:

  • Introduction to options valuation : no arbitrage principe;
  • Different types of derivatives : options , forward, futures , swaps, etc..;
  • Applications of financial derivatives.

2. Futures and forward markets:

  • Why using forward and futures;
  • Futures and forward pricing;
  • Organisation of clearing houses.

3. Options markets:

  • Plain vanilla options;
  • American and European options;
  • Black and Scholes pricing models;
  • Trading implied volatility: managing Greeks;
  • Application : convertible bonds.

4. Options payoffs and option strategies.

5. Application in portfolio management.


Speakers

General information

Address :

122, rue de Vaugirard
75006 Paris, FRANCE

L4 L6 L12 L13 Montparnasse
L10 L13 Duroc
L4 Saint-Placide
L12 Falguière

Phone :
+33 (0)1 53 63 80 76

Email :
secretairembf@u-paris2.fr

RECRUITMENT

Shortlisted results announced
June 12th, 2020

Interviews

Final admission results
July 1st, 2020

Administrative registration
From July 1 to 15, 2020

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