Options research trading strategies module questions and answers

Dr Z Chen Pre-requisites: This module is designed to combine theoretical and practical approaches to derivatives pricing and trading.

The objectives of the module are the following: The trading cases involve both discrete and continuous time models and require students both to trade and build hedging options research trading strategies module questions and answers using put and call options. By the end of the module, students will be able to: Forward and futures markets Topic 2: Forward and futures prices and hedging strategies Topic 3: Stock options, options markets and trading strategies Topic 4: Binomial trees and Wiener processes Topic 5: The Black-Scholes model Topic 6: Options on stock indices, currencies and futures Topic 7: The Greeks and volatility smiles Topic 8: Numerical procedures Topic 9: Brief description of teaching and learning methods: There is a combination of lectures options research trading strategies module questions and answers the theory of derivatives markets, trading strategies and pricing methods and dealing room seminars to conduct experimental learning and hands-on pricing and hedging exercises.

Some lecturing for INVEST II in the dealing room is combined with extensive practical pricing and hedging exercises using binomial and continuous time option pricing models. During the seminars, students are guided through the solutions to exercises and the use of derivatives data. Students are made aware of information available on the internet about derivative contracts and exchanges.

Coursework A multiple-choice test, five assignments and four trading sessions. Part III final examinations begin in week 3 of the Summer term. Reassessment arrangements Re-examination for Finals takes place in the Summer term of the following year. Things to do now Return to previous page. Search University site This section.