Financial Derivatives
Exclusively reserved for MIB Trieste Students
18, 19, 20 MARCH 2026
DURATION: 3 training days (2 days 9:00 am to 5:00 pm - 1 day 9:00 am to 1:00 pm)
LECTURERS: Joao Amaro de Matos, Universidad Nova de Lisboa, Lisbon, Portugal | Visiting Faculty, MIB Trieste School of Management
Options aren't just financial market instruments: they're a way of thinking about strategic decisions under uncertainty.
This course connects derivatives theory to the decisions managers actually face.
You'll learn how derivatives work (their payoff structures, hedging strategies, and pricing mechanisms) then apply these frameworks to corporate finance problems.
Course contents:
18, 19, 20 MARCH 2026
DURATION: 3 training days (2 days 9:00 am to 5:00 pm - 1 day 9:00 am to 1:00 pm)
LECTURERS: Joao Amaro de Matos, Universidad Nova de Lisboa, Lisbon, Portugal | Visiting Faculty, MIB Trieste School of Management
Options aren't just financial market instruments: they're a way of thinking about strategic decisions under uncertainty.
This course connects derivatives theory to the decisions managers actually face.
You'll learn how derivatives work (their payoff structures, hedging strategies, and pricing mechanisms) then apply these frameworks to corporate finance problems.
Course contents:
- Origin and nature of derivatives
- Payoff structures and hedging strategies
- No-arbitrage principles and valuation
- Binomial Model (discrete-time pricing)
- Black-Scholes Model (continuous-time pricing)
- The connection between pricing and hedging
- Real options: valuing strategic flexibility
- Debt instruments: financial engineering for corporate decisions
- Exotic options
