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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
Bachelor | Semestral | 4
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Year | Nature | Language
Year | Nature | Language
3 | Mandatory | Português
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Code
Code
ULHT72-17164
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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
- Introduction
- Long, short and closed positions
- Risk and hedging
- Money Market and Exchange Rate Hedging in the Money Market
- Forward market: foreign exchange and interest rate
- Futures
- Options
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Objectives
Objectives
Learning outcomes (LO) - At the end of this unit, the students will be able to:
LO1 - Conceptually approach risk control in futures markets.
LO2 - Select and apply appropriate techniques for risk mitigation in forward markets.
LO3 - 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, Futures and Other Derivatives, Pearson/Prentice Hall, 11th ed., 2021. ISBN-13: 978-0136939917
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Office Hours
Office Hours
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Mobility
Mobility
No
