Course Detail

Course Title  Financial Derivatives
Course Code  ICMF 481
Credit  4
Semester Offered  1, 2, 3
Duration of Courses  
Degree  Undergraduate
Programme  Bachelor of Business Administration in Finance (International Program)
Course Description  Introductions of mechanics of future, option, and swap markets, determination of forward, future and option prices, emphasizing on the technical and mathematical tools including binomial trees, wiener processes and the Black-Sholes-Merton model, implementing of trading strategies involving, forward, future, option, and swaps.
Prerequisite  ICMF 372
Other Description  
Language of Instruction