Programme

PGPX

Term

V

Academic Year

2021-22

Course title

Financial Derivatives: Pricing, Trading and Risk Management

Area

Finance and Accounting

Credits

0.75

Instructor(s)

Prof. Arniban Banerjee

Course Description & Objectives

Description: This is an intermediate level course aiming to impart on the learner the features and characteristics of basic financial derivatives such as futures, swap, and options. The course focuses on three dimensions – valuation, trading and risk management of financial derivatives. It emphasizes general valuation principles of derivatives such as no-arbitrage arguments and risk-neutral valuation. Objectives:  The learning objectives are to comprehend various types of financial derivative instruments, their pricing and application for hedging and risk management, and to illustrate the application of derivatives and risk management principles.

Pedagogy

The learning objectives are to comprehend various types of financial derivative instruments, their pricing and application for hedging and risk management, and to illustrate the application of derivatives and risk management principles.