University of Mauritius

Module Directory

Module Description

Module Name	Module Code	Lecture Hrs	Practical Hrs	Credits
Financial Derivatives and Strategies 1	LLC3247(5)	0	0	3

Description
Financial and Commodity Risks, Derivative Market and Operation, Forwards Contract and Pricing, Forward Options and Forward Swaps, Futures Market, Margin Requirement and Marking to Market;. Options and Types of Options, Index options; Stock options, Currency options ,Options Pricing Model (Binomial and Black Scholes Option Pricing Model), Put Call Parity.
Faculty	Department
FACULTY OF LAW AND MANAGEMENT	Department of Finance and Accounting
Contact Details
Administrative assistant: TASLIMA BOODHUN-JHUMKA Telephone: 4037400 Email: t.boodhun@uom.ac.mu