Please note! Course description is confirmed for two academic years, which means that in general, e.g. Learning outcomes, assessment methods and key content stays unchanged. However, via course syllabus, it is possible to specify or change the course execution in each realization of the course, such as how the contact sessions are organized, assessment methods weighted or materials used.
LEARNING OUTCOMES
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 volatility derivatives.
Credits: 6
Schedule: 19.04.2021 - 04.06.2021
Teacher in charge (valid 01.08.2020-31.07.2022): Katja Ahoniemi
Teacher in charge (applies in this implementation): Katja Ahoniemi
Contact information for the course (applies in this implementation):
CEFR level (applies in this implementation):
Language of instruction and studies (valid 01.08.2020-31.07.2022):
Teaching language: English
Languages of study attainment: English
CONTENT, ASSESSMENT AND WORKLOAD
Content
Valid 01.08.2020-31.07.2022:
Derivatives pricing, risk management, credit risk and credit derivatives, implied volatility and volatility derivatives
Assessment Methods and Criteria
Valid 01.08.2020-31.07.2022:
50% exam
50% assignments
Workload
Valid 01.08.2020-31.07.2022:
Contact teaching 34h
Independent work 125h
Exam 3h
DETAILS
Study Material
Valid 01.08.2020-31.07.2022:
Lecture notes, exercises, cases, academic articles, and textbook: John C. Hull: Options, Futures and Other Derivatives, 10th edition
(E-book)
AvailabilityLearning center
Prerequisites
Valid 01.08.2020-31.07.2022:
Derivatives and Risk Management, or Derivatives and Fixed Income, or another introductory course in derivatives
SDG: Sustainable Development Goals
1 No Poverty
8 Decent Work and Economic Growth
- Lärare: Ahoniemi Katja