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Introduction to Financial Derivatives

This course provides an introduction to financial derivatives and their markets and instruments.

The course deals with strategies for how investors and other stakeholders can effectively use derivatives to manage risks, speculate or for arbitrage purposes.

The course describes the most common derivative instruments, such as futures contracts, options and swaps. Valuation principles and parity conditions are analyzed and valuation models are applied, including the binomial model.

The purpose of this course is to give students an understanding of and good knowledge of the basic properties of the most common derivative instruments, as well as an ability to apply elementary valuation methods.

  • Course structure

    Teaching format

    The teaching consists of lectures, seminars and group work, and requires a significant portion of self-study on the part of students.

    The language of instruction is English.

    Teaching takes place on campus, supplemented with digital resources with the intention of generating the highest possible educational quality.

    For more detailed course information, see the study guide, published on the learning platform no later than one month before the course commences.


    Assessment for the course will be continuous and is carried throughout the different course activities. Each assessment task is weighted in relation to its importance in the overall assessment of the course. The student’s results from the different assessment tasks are added up to a total course score that will then translate into the final grade for the course.


  • 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.
  • Course reports

  • Contact

    Course Coordiantor: Oskar Sjölander

    Head of Course: Mia Hinnerich