Derivative Instruments
Faculteit | Economie en Bedrijfskunde |
Jaar | 2021/22 |
Vakcode | EBM068A05 |
Vaknaam | Derivative Instruments |
Niveau(s) | master |
Voertaal | Engels |
Periode | semester I b |
ECTS | 5 |
Rooster | rooster |
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 |
|
||||||||||||||||
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 |
|