Derivatives Course at The University of Tokyo
5503: Derivatives
Summer Kobayashi
This course explains the basics of the main derivative instruments and describes their uses. The aim of this course is to$B!!(Bprovide you with an overall picture of the derivative instruments linked to equities, interest rates, credit events and currencies, and to take the mystery out of the associated jargon. In this course, you will explore:
- various derivative instruments, namely forwards, futures, options and swaps
- the uses of these instruments and who uses them
- the basic principle of how their prices are determined
- new products and the reasons why they are developed