Introduktion till finansiella derivat (INTROFD)

Course description



This course provides an introduction to the financial derivatives markets. The course considers how investors and other corporations efficiently can utilize derivatives instruments for purposes such as risk control, arbitrage and speculation. The definitions of different kinds of derivatives are treated, including futures and forward contracts, options and swap contracts. Valuation principles, parities and models are analyzed and applied, including the Binomial model.


Intended Learning Outcomes

The purpose of this course is to provide the participants with an understanding and intuition of the fundamental properties of standard derivatives as well as an ability to apply basic valuation methods. Upon completion of the course the students should be able to:

Knowledge and understanding:
1. Describe contracts and the functionality, describe concepts, and theories associated with standard derivatives contracts.
2. Understand the fundamental properties of standard derivatives contracts.

Skills and abilities:
3. Perform and interpret derivatives valuation by applying basic scientific valuation methods.
4. Perform and interpret derivatives trading strategies.

Judgement and approach:
5. Critically reflect on how commonly used assumptions and principles influence the derivatives markets.

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Course title:
Introduktion till finansiella derivat
Semester: Autumn term 2019
Study period: 1
Rate of studies: 100%
Level: Undergraduate level (first cycle)
Credits: 7.5
Language of instruction: English

Course code: Fe3134

Syllabus

Contact:


Course coordinator:
Oskar Sjölander
Head of course:
Mia Hinnerich
Examiner:
Mia Hinnerich
Student services:
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