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)
School
Örebro University School of Business