Kurser och studieplaner / Finansiell ekonomi

1740 Pricing of Financial Securities and Derivatives

Campus Läsår
Period: 2 25.10.2010 - 10.12.2010
Nivå Grundstudier
Ämnesstudier
ECTS-poäng 8
Institution Finansiell ekonomi och ekonomisk statistik
Uppdaterad 27.3.2009 10:44

Tentdatum

17.12.2010
17.1.2011
26.3.2011

Handboksinformation

Mål

The course aims to produce an understanding of the functioning of financial markets and the fundamentals of the pricing of various kinds of financial securities and derivatives such as fixed income securities, foreign exchange, stocks, forwards and futures options and swaps.

Undervisningsspråk

English

Förkunskaper

Basic knowledge of the foundations of financial theory, e.g Finansiering och investering

Undervisningstimmar

44 h

Undervisningsformer

Lectures and exercises

Litteratur

Clark E (2002): International finance. Thomson, 2nd ed.

Elton et al (2007): Modern portfolio theory and investment analysis. John Wiley & Sons, 7th ed.

Hull J C (2009): Options futures & other derivatives. Prentice Hall, 7th ed.

Examination

Written examination and tests.

Examinator

Palmén, Henrik

Ytterligare information