Laajuus: 6
Aikataulu: 15.04.2019 - 31.05.2019
Vastuuopettaja (voimassa 01.08.2018-31.07.2020):
Katja Ahoniemi
Opetusperiodi (voimassa 01.08.2018-31.07.2020):
V (Spring 2019) Otaniemi campus
V (Spring 2020) Otaniemi campus
Osaamistavoitteet (voimassa 01.08.2018-31.07.2020):
By the end of the course students will be able to show detailed understanding of the pricing of various types of derivative instruments. Students will understand how corporations use derivatives in practice to hedge financial risks, the concept of credit risk and credit derivatives, the concept of implied volatility, and how volatility can be modeled.
Sisältö (voimassa 01.08.2018-31.07.2020):
Derivatives pricing, risk management, credit risk and credit derivatives, volatility modeling
Toteutus, työmuodot ja arvosteluperusteet (voimassa 01.08.2018-31.07.2020):
50% exam
50% assignments
Työmäärä toteutustavoittain (voimassa 01.08.2018-31.07.2020):
Contact teaching 34h
Independent work 125h
Exam 3h
Oppimateriaali (voimassa 01.08.2018-31.07.2020):
Lecture notes, exercises, cases, academic articles, and textbook: John C. Hull: Options, Futures and Other Derivatives, 10th edition
(E-book)
Availability
Learning center
Esitiedot (voimassa 01.08.2018-31.07.2020):
Derivatives and Risk Management, or Derivatives and Fixed Income, or another introductory course in derivatives
Arvosteluasteikko (voimassa 01.08.2018-31.07.2020):
0-5
Ilmoittautuminen (voimassa 01.08.2018-31.07.2020):
Via WebOodi
Lisätietoja (voimassa 01.08.2018-31.07.2020):
A maximum of 70 students can be accepted to the course.
- Students at Aalto Finance M.Sc. programme (i.e. who have graduated as B.Sc.) will be guaranteed a seat on Finance M.Sc. courses. Finance M.Sc. students re-taking the course (grade already registered in WebOodi) will not be prioritized and can participate only if there are places remaining.
- CEMS students are similarly guaranteed a seat for Finance M.Sc. courses, which have been designated as CEMS courses.
Remaining seats are prioritized as follows, in the order of registration in WebOodi within one category:
1. Finance M.Sc. exchange students from other universities
2. Aalto Finance B.Sc. students with a finished B.Sc. thesis (registered in transcript of records)
3. All other BIZ M.Sc. students
Please follow carefully the registration deadlines of the courses and exams! Missing registration deadline automatically foregoes a guaranteed seat for Finance M.Sc. courses and puts prospective student at the bottom of the prioritization list.
Students may be required to confirm their registration by signing the participation list circulated during the first lecture.
- Opettaja: Ahoniemi Katja