Forwards, Futures and Swaps (1 º Sem 2011/2012)

EMF (Economia Monetária e Financeira) , FI (Finanças)

Program

The evolution of Financial Derivatives Markets;

Characterizing Futures and Forwards Contracts:
- The characteristics of Forwards and Futures contracts;
- Valuing Forwards and Futures contracts;
- Futures on stocks, indexes and currencies;
- Futures on Commodities;
- Risk management using Futures.

Characterizing Swap Contracts:
- The characteristics of Forwards and Futures contracts;
- Valuing Forwards and Futures contracts;
- Futures on stocks, indexes and currencies;
- Futures on Commodities;
- Risk management using Futures.