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UNIVERSITY OF TORONTO AT SCARBOROUGH DEPARTMENT OF MANAGEMENT MGTC71: Introduction to Derivatives Markets Winter 2011 Instructor: Dr. Ata Mazaheri Office Hours: MW382, M: 1-3 W: 1-3, Th: 2-4 Telephone: 416-287-7348 E-mail Address: Web Page Course Description: This course studies the derivatives markets in two main parts. The first part examines the structure of futures and forward markets as well as issues related to the pricing of such contracts and their hedging. In the second part options markets; strategies, pricing and position analysis are studied. A combination of lecture, problems and assignments is used to illustrate the various topics of study. You will be required to study the presented material thoroughly. The prerequisites for the course are: MGTB09H3 (Principles of Finance) or MGTC02Y (Introductory and Intermediate Finance), plus ECMB11H (Quantitative Methods in Economics I) or ECMB09Y (Quantitative Methods in Economics). The co-requisite is MGTC09H3 (Intermediate Finance). Those who have taken RSM435H or the previous MGT438 (Futures and Options Markets) on St. George Campus are not allowed to take this course. Course Objectives By the end of the course you are expected to learn the concepts and terminologies used in the derivatives market and how to apply various pricing models used as a tool for speculative and hedging activities. REQUIRED TEXTBOOKS: Fundamentals of Futures and Options Markets , Seventh Edition, by John Hull (Pearson, 2011). ISBN: 978-0-13-610322-6.
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MGTC71 – COURSE OUTLINE Page 2 of 7 Evaluation: Term Test-1 25% TBA Individual Term Test-2 25% TBA Individual Simulation Project 5% April 1 Group Final Exam 45% TBA Individual TOTAL 100% Requirements and Criteria Both term tests as well as the final exam are closed book. However, you are permitted to bring a calculator and a hand-written “crib sheet” to each of the assessments. For the term tests, you may use one side of one 8½” × 11” page with notes and/or formulae. For the final exam, you may use two sides of an 8½” × 11” page. Coverage Test-1 : Material covered till the end of Feb-7 Lecture. Test-2 : Material covered from Feb-14 to the end of March-14 Lecture. Final Exam : is cumulative and covers the entire course. Missed Term Work If you are unable to write a term test at its scheduled time because of illness or other compelling circumstances, you need to present documentation supporting your reasons for missing the examination, no later than a week after the assessment. There will be no makeup test . If you miss a term test with a legitimate reason, the final exam will be re-adjusted for the total of 70%. If you miss both term tests, the second miss will be automatically zero . Conduct of Classes
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This note was uploaded on 07/20/2011 for the course MGMT 71 taught by Professor Mazaheri during the Spring '11 term at University of Toronto- Toronto.

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