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

Derivatives Securities 7,5 hp

Undervisningen bedrivs på engelska.

Kursinnehåll

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.

Förkunskapskrav

Bachelors's degree in Business Administration or Economics

Utbildningsnivå: Avancerad nivå A1N
Kurskod/Ladokkod: FSOR23
Kursen ges vid: Jönköping International Business School

Tidigare och pågående kurstillfällen

Typ av Kurs
Programkurs
Studieform
Campus
Termin
Våren 2017: vecka 13 - vecka 22
Studietakt
50%
Undervisningsspråk
Engelska
Ort
Jönköping
Kurstid
Dag
Platser
0
Examinator
Agostino Manduchi
Kursansvarig
Agostino Manduchi
Gäller enbart studenter utanför EU/EES/Schweiz: Studieavgift
15000kr
Kursplan
HTML  PDF
Anmälningskod
HJ-J7019

Sidan uppdaterad 2018-09-04

Studera på JU
Sidan uppdaterad 2010-08-17





Genom att surfa vidare på JU.se godkänner du att vi använder cookies. Mer information