Alternative Investments and Derivatives (GRAE033)

The aim of the course is to learn why and how to invest in alternative investments, as well as how to manage various risks by using derivatives as a part of the portfolio. It will cover the most interesting and most commonly used instruments within the alternative investments universe as well principles of derivatives valuation. Course intention is to give students knowledge and understanding at the level they can further explore issues by themselves.

• Assess the risk, value and performance of alternative investment assets.
• Make effective investment decisions.
• Understand the payoff, basic principles of valuation of the derivative securities. Apply those securities to manage various financial risks.