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 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 including an independent project of 15 credits. Statistics, Basic Course, 15 credits and Data Mining and Business Analytics, Basic Course, 15 credits
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
Application code: X2714