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.

ECTS Credits

7.5 Credits

Level of education

Second cycle, has only first-cycle course/s as entry requirements (A1N)


Örebro University School of Business

When is the course offered?

Prerequisites: First-cycle courses of 75 credits in Economics. Statistics, Basic Course, 15 credits and Data Mining and Business Analytics, Basic Course, 15 credits
alternatively Statistics, Basic Course, 15 credits and 7,5 credits in regression analysis/econometrics/scientific method within economic or statistics. The applicant must also have qualifications corresponding to the course "English 6" or "English B" from the Swedish Upper Secondary School.

Selection: Academic points

Additional information: We would strongly recommend that you have sufficient prerequisites in Mathematics.

Course syllabus

Application code: X2914