- Docente: Giovanni Cardillo
- Crediti formativi: 6
- SSD: SECS-P/09
- Lingua di insegnamento: Inglese
- Moduli: Giovanni Cardillo (Modulo 1) Giovanni Cardillo (Modulo 2)
- Modalità didattica: Convenzionale - Lezioni in presenza (Modulo 1) Convenzionale - Lezioni in presenza (Modulo 2)
- Campus: Bologna
-
Corso:
Laurea Magistrale in
Greening Energy Market and Finance (cod. 5885)
Valido anche per Laurea Magistrale in Quantitative Finance (cod. 8854)
-
Orario delle lezioni (Modulo 1)
dal 23/04/2024 al 24/05/2024
Conoscenze e abilità da conseguire
On completion of the module students will be able to (a) evaluate the fundamental characteristics of major derivative instruments, (b) assess the function and impact of such instruments for corporate financing and risk management, and (c) more broadly, critically appreciate the recent research in the area of financial derivatives for investing and risk management purposes.
Contenuti
- The economics of hedging strategies
- Introduction of the derivative's contracts
- Fixed-income securities and hedging strategies
- ESG factors, ESG Ratings, and their use for the firm's risk management
- Sustainable products
- Credit risk and banks
- Forwards and futures contracts
- Swaps, FRA and interest rates
- Option Lab
Testi/Bibliografia
- Hull, John C. (2018) Options, Futures, and Other Derivatives, Eleventh Edition. Global Edition. Pearson-Prentice Hall.
- Booklet materials provided by the instructor.
Metodi didattici
Traditional lectures, labs, and practitioners' guest lectures.
Modalità di verifica e valutazione dell'apprendimento
The exam consists of a written quiz containing 3 open (3 points each) and 11 multiple questions (2 points each). Both kinds of questions might be about either theoretical arguments or practical exercises.
Furthermore, the students have to deliver a mandatory team-work assignment (i.e., a presentation of a research paper; max. 5 students; 0-3 points) about one of the topics of the course.
Strumenti a supporto della didattica
Lecture slides and additional research papers will be provided by the instructor when the course progresses. Furthermore, all the lecture slides will be provided by topic in advance.
The instructor the lecture materials in advance using the platform "https://virtuale.unibo.it/"
Orario di ricevimento
Consulta il sito web di Giovanni Cardillo