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Introduction to Financial Derivatives

This course provides an introduction to the financial derivatives markets. The course considers how investors and other corporations efficiently can utilize derivatives instruments for purposes such as risk control, arbitrage and speculation.

The definitions of different kinds of derivatives are treated, including futures and forward contracts, options and swap contracts. Valuation principles, parities and models are analyzed and applied, including the Binomial model.

The purpose of this course is to provide the participants with an understanding and intuition of the fundamental properties of standard derivatives as well as an ability to apply basic valuation methods.

  • Schedule

    The schedule will be available no later than one month before the start of the course. We do not recommend print-outs as changes can occur. At the start of the course, your department will advise where you can find your schedule during the course.
  • Course literature

    Note that the course literature can be changed up to two months before the start of the course.

    “Fundamentals of Futures and Options Markets”, International edition, (Eighth Edition) by John Hull,
    ISBN 9781292155036 

    Rekommenderad: Student's Solutions Manual and Study Guide for Fundamentals of Futures and Options Markets: Global Edition, 8/EISBN-10: 1292041625 • ISBN-13: 9781292041629

  • Course reports

  • Contact

    Course coordinator:

    Head of course: Mia Hinnerich