Kurser och studieplaner / Finansiell ekonomi
1740 Pricing of Financial Securities and Derivatives
| 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






