Varning! Alla funktioner på sidan fungerar inte korrekt utan javascript!

Derivatives Securities 7,5 Credits

Course Contents

The course focuses on the opportunities created by derivative securities for firms and financial operators in general, with an emphasis on the hedging of risks deriving from business operations. The main classes of securities considered are forward contracts, futures contracts, swaps, and options. The broad class of options includes both standard stock options, and more specific securities such as currency options, warrants issued by companies, and also "exotic options." In each case, we consider the structure of the securities, their pricing - typically by no-arbitrage techniques – and their use, illustrated by several examples.
Special attention is paid to the possibilities offered by computer routines allowing tackling the complex mathematical problems that are typically faced by financial operators, in connection with the use and the pricing of derivatives securities.

Prerequisites

Bachelors's degree in Business Administration or Economics (or the equivalent).

Level of Education: Master A1N
Course code/Ladok code: FSOR23
The course is conducted at: Jönköping International Business School

Previous and ongoing course occasions

Type of course
Program
Study type
Campus
Semester
Spring 2021: Mar 29 - Jun 06
Rate of Study
50%
Language
English
Location
Jönköping
Time
Day
Course coordinator
Agostino Manduchi
Tuition fees do NOT apply for EU/EEA citizens or exchange students
15000kr
Syllabus
HTML  PDF
Application code
HJ-J1009
Last modified 2023-03-13 08:34:38