Courses for Exchange Students (ECTS) 2018/2019
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Economics, Financial Derivates, Second Cycle |
| Spring week 19 (2019) - 23 (2019) | Appl.code: 21138 |
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Full-time, daytime class |
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ECTS credits: 7.5 |
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Level of education: Second Cycle (master level) |
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Level: A1F |
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Prerequisites: Corporate Finance, 7,5 credits, second cycle, and Financial Economics and Ethics, 7,5 credits, second cycle, as well as Statistics, Basic Course, 15 credits and 7,5 credits in regression analysis/econometrics/scientific method within economic or statistics. Economics, Basic Course, 30 credits and Business Administration, 30 credits, Basic Course. The applicant must also have qualifications corresponding to the course "English 6" or "English B" from the Swedish Upper Secondary School. |
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Content: The course covers models for interest rates and the term structure, pricing of futures and swaps, numerical option pricing models, stochastic calculus, derivation of option pricing formulas and general option contracts. The course also analyzes the implication of derivatives for hedging, capital budgeting, management compensation and cost of capital.
Assessments: The course can be assessed through written examination, take-home examination, compulsory course components, paper, essay and/or oral examination. |
| Teaching Methods: Teaching is done in the form of lectures and exercises. |
| Course Coordinator: Niclas Krüger |
| Course Syllabus: Spring 2019 |
| School: Örebro University School of Business |