ESCP Europe

1. Introduction --- 2. Structure of options markets --- 3. Principles of option pricing --- 4. Option pricing models: the binomial model --- 5. Option pricing models: the Black-Scholes-Merton model --- 6. Basic option strategies --- 7. Advanced option strategies --- 8. The structure of forward and futures markets --- 9. Principles of pricing forwards, futures, and options on futures --- 10. Futures arbitrage strategies --- 11. Forward and futures hedging, spread, and target strategies --- 12. Swaps --- 13. Interest rate forwards and options --- 14. Advanced derivatives and strategies --- 15. Financial risk management: techniques and applications --- 16. Managing risk in an organization..