|
|||||
Disciplina asociada:Finanzas |
|||||
Escuela:
Negocios
|
|||||
Departamento Académico:
Contabilidad y Finanzas
|
|||||
Programas académicos: |
|||||
Requisitos:No tiene. |
|||||
Equivalencia:FZ97882 ; FZ3013 |
|||||
Intención del curso en el contexto general del plan de estudios: |
|||||
|
Es un curso de nivel intermedio en el campo de estudio de las finanzas. Con respecto a las materias del campo de estudio, se busca que los alumnos conozcan los principales instrumentos financieros derivados comerciados en los mercados financieros mexicanos e internacionales, sus características principales así como los actores principales que operan en ellos. |
|||||
Objetivo general de la Unidad de Formación: |
|||||
| Este curso cubre el curso de los más importantes instrumentos financieros internacionales para administrar los riesgos de los negocios. Además de mostrar qué son estos instrumentos, cómo operan, quiénes y cómo se usan, este curso permite calcular el valor de mercado de tales instrumentos, determinar la cobertura óptima y diseñar estrategias. Los instrumentos son analizados primero como herramientas individuales y luego como instrumentos complementarios para un plan global de administración del riesgo. | |||||
Técnica didáctica sugerida: |
|||||
| Método de casos | |||||
Bibliografía sugerida: |
|||||
|
LIBROS DE TEXTO: * Hull, John, 1946-, Introduction to futures and options markets / John C. Hull, 3rd ed., 0138891486 : Upper Saddle River, N.J. : Prentice Hall, c1998, c1998, eng, 0138891486 * Hull, John, 1946-, Options, futures, and other derivatives / John C. Hull., 3rd ed., 0131864793 (papel alcálino) : Upper Saddle River, NJ : Prentice Hall, c1997., c1997., eng, 0131864793 (papel alcálino) * Hull, John, 1946-, Options, futures, and other derivative securities, Englewood Cliffs : Prentice Hall, LIBROS DE CONSULTA: * Natenberg, Sheldon., Option volatility & pricing : advanced trading strategies and techniques, [2nd ed., updated and exp.], New York : McGraw-Hill, c1994., 155738486X * Edwards, Franklin R., 1937-, Futures and options, New York : McGraw-Hill, c1992., 0070194416 :$39.95 * Fabozzi, Frank J., Bond markets, analysis and strategies, 4th ed., New Jersey : Prentice Hall, 2000., * Díaz Tinoco, Jaime.; Hérnandez Trillo, Fausto, Futuros y Opciones Financiera, Editorial LIMUSA S.A., 2000, * Jorion, Philippe., Value at Risk: the new benchmark for managing financial risk, 2nd ed., McGraw Hill, 2001., |
|||||
Perfil del Profesor: |
|||||
|
(520801)Maestría en Finanzas ; (520301)Maestría en Contabilidad ; (520801)Doctorado en Finanzas CIP: 520801, 520301 |
|||||
|
|||||
Discipline:Finance |
|||||
School:
Business
|
|||||
Academic Department:
Accounting and Finance
|
|||||
Programs: |
|||||
Prerequisites:None. |
|||||
Equivalences:FZ97882 ; FZ3013 |
|||||
Course intention within the general study plan context: |
|||||
|
This is an intermediate level course in finance in which students will learn about the principal derivative financial instruments traded on Mexican and international markets, their main characteristics and the leading operators. |
|||||
Course objective: |
|||||
| This course covers the most important international financial instruments to manage the risk on businness. Kind of instruments. How they work, and how they are used. Market value of these instruments, to calculate the optimun hedge, and design financial strategies. This instruments first are analized as individual tools and as complementary instruments to get a global risk management plan. | |||||
Teaching and learning tecniques: |
|||||
| Case method | |||||
Suggested Bibliography: |
|||||
|
TEXT BOOKS: * Hull, John, 1946-, Introduction to futures and options markets / John C. Hull, 3rd ed., 0138891486 : Upper Saddle River, N.J. : Prentice Hall, c1998, c1998, eng, 0138891486 * Hull, John, 1946-, Options, futures, and other derivatives / John C. Hull., 3rd ed., 0131864793 (papel alcálino) : Upper Saddle River, NJ : Prentice Hall, c1997., c1997., eng, 0131864793 (papel alcálino) * Hull, John, 1946-, Options, futures, and other derivative securities, Englewood Cliffs : Prentice Hall, BOOKS FOR CONSULTATION: * Natenberg, Sheldon., Option volatility & pricing : advanced trading strategies and techniques, [2nd ed., updated and exp.], New York : McGraw-Hill, c1994., 155738486X * Edwards, Franklin R., 1937-, Futures and options, New York : McGraw-Hill, c1992., 0070194416 :$39.95 * Fabozzi, Frank J., Bond markets, analysis and strategies, 4th ed., New Jersey : Prentice Hall, 2000., * Díaz Tinoco, Jaime.; Hérnandez Trillo, Fausto, Futuros y Opciones Financiera, Editorial LIMUSA S.A., 2000, * Jorion, Philippe., Value at Risk: the new benchmark for managing financial risk, 2nd ed., McGraw Hill, 2001., |
|||||
Academic credentials required to teach the course: |
|||||
|
(520801)Master Degree in Finances and (520301)Master Degree in Accountancy and (520801)Doctoral Degree in Finances CIP: 520801, 520301 |
|||||
