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FRM 503 Derivatives and Risk Management: Reading list

FRM 503 Derivatives and Risk Management

Department: MSc Finance and Risk Management

Module Description: The purpose of this module is to provide a solid understanding of types of risks, financial derivatives and hedging strategies. It focuses mainly on the pricing and use of financial derivatives in risk management such as the use of forward, futures, options, swaps and credit derivatives. It also aims at introducing students to principles and techniques commonly used in the management of financial risk.

Module texts

  • Hull, J. (2021). Options, futures, and other derivatives. 11th edn. Boston: Pearson. 9th edition available

Recommended readings

Recommended readings

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