Derivative Instruments

Uitgebreide vaknaam	Derivative Instruments
Leerdoelen	Upon completion of the course the student is able to: 1. Characterize the main financial derivatives like options, forwards, futures and swaps; 2. Analyze and value the main financial derivatives using the main valuation models; 3. Analyze more complex financial products by using financial derivatives; 4. Write down an argued solution for a problem within the field of financial derivatives in an academic way.
Omschrijving	The course focuses on the characterization and valuation of financial derivative instruments, such as options, forwards, futures, and swaps. In addition, attention will be devoted to the use of these instruments in portfolio and corporate risk management. The course material also focuses on institutional aspects, the practical and theoretical way in which market prices are established, and the relation with arbitrage and hedging strategies. The course material will be discussed during weekly lectures, and students work - and get feedback - on assigned problems during weekly tutorials.
Uren per week	4
Onderwijsvorm	-gastcollege ,  -hoorcollege ,  -werkcollege
Toetsvorm	-groepsopdracht,  -schriftelijk tentamen (open vragen) (assignment(s) 15%, written exam with open questions (85%))
Vaksoort	master
Coördinator	dr. L. Dam
Docent(en)	drs. M.E. Helmantel
Verplichte literatuur	Titel Auteur ISBN Prijs Options, Futures, and Other Derivatives , 2015, 9th edition, Pearson Education Hull, John C. 9781292212890 ca. €  70,00
Entreevoorwaarden	Only for MSc Finance students
Opmerkingen	Secretary: Grietje Pol, e-mail g.pol@rug.nl, phone +31 (0)50 3633685, room 5411.0836 Resit semester IIa.
Opgenomen in	Opleiding Jaar Periode Type DD MSc Finance - Lund University, Lund (1,5-jarig)  (basisprogramma voor studenten van FEB) 1 semester I b verplicht DD MSc Finance – UAIC of Iasi, Romania (2-jarig)  (basisprogramma voor studenten uit Iasi) 2 semester I b verplicht MSc Finance  (keuzevakken A MSc Finance) 1 semester I b keuze