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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

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 2017: Mar 27 - Jun 04
Rate of Study
50%
Language
English
Location
Jönköping
Time
Day
Number of places
0
Course coordinator
Agostino Manduchi
Tuition fees do NOT apply for EU/EEA citizens or exchange students
15000kr
Syllabus
HTML  PDF
Application code
HJ-J7019

Content updated 2018-03-23

Study at JU
Content updated 2015-06-24
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