Economics, Financial Derivates, Second Cycle, 7,5 Credits
The course covers models for interest rates and the term structure, pricing of futures and swaps, numerical option pricing models, stochastic calculus, derivation of option pricing formulas and general option contracts. The course also analyzes the implication of derivatives for hedging, capital budgeting, management compensation and cost of capital.
Assessments: The course can be assessed through written examination, take-home examination, compulsory course components, paper, essay and/or oral examination.
Level of education
Second cycle, has second-cycle course/s as entry requirements (A1F)
Örebro University School of Business
When is the course offered?
Prerequisites: A total of 9 credits from Economics, Corporate Finance, Second cycle, 7.5 credits and Economics, Financial Economics and Ethics, Second Level, 7.5 credits. In addition, basic statistics, 15 credits and 7.5 credits in regression analysis / econometrics / scientific method in economics or statistics are required. As well as English 6/English B.
Selection: Guaranteed place
Application code: V2085