Futures and Options Markets

Korea University

Course Description

  • Course Name

    Futures and Options Markets

  • Host University

    Korea University

  • Location

    Seoul, South Korea

  • Area of Study

    Business, Marketing

  • Language Level

    Taught In English

  • Course Level Recommendations

    Upper

    ISA offers course level recommendations in an effort to facilitate the determination of course levels by credential evaluators.We advice each institution to have their own credentials evaluator make the final decision regrading course levels.

    Hours & Credits

  • Credits

    3
  • Recommended U.S. Semester Credits
    3
  • Recommended U.S. Quarter Units
    4
  • Overview

    Course Learning Goals and Objectives
    The objective of this course is to introduce the students to the basic pricing models for the derivative securities such as options, futures, forward, swaps and interest rate derivatives. This course covers the fundamental principles in derivative pricing and hedging, and demonstrates the application of those principles in different financial settings by translating the condition of no-arbitrage into a pricing equation. This course also considers applications to hedging, design of portfolios, and pricing of complex derivatives.

    Textbook and Lecture Notes
    The required textbook is Fundamentals of Futures and Options Markets (J. Hull, Seventh Edition). Course lecture note would be available from the course website (EKU).

Course Disclaimer

Courses and course hours of instruction are subject to change.

Credits earned vary according to the policies of the students' home institutions. According to ISA policy and possible visa requirements, students must maintain full-time enrollment status, as determined by their home institutions, for the duration of the program.

Please reference fall and spring course lists as not all courses are taught during both semesters.

Availability of courses is based on enrollment numbers. All students should seek pre-approval for alternate courses in the event of last minute class cancellations

Please note that some courses with locals have recommended prerequisite courses. It is the student's responsibility to consult any recommended prerequisites prior to enrolling in their course.