Courses Bachelor Display 2013-2014
| Course Description | To PDF | |||||||||||||||||||||||||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Course title | Options and Futures | |||||||||||||||||||||||||||||||||||||||
| Course code | EBC2053 | |||||||||||||||||||||||||||||||||||||||
| ECTS credits | 6,5 | |||||||||||||||||||||||||||||||||||||||
| Assessment | None | |||||||||||||||||||||||||||||||||||||||
| Period |
|
|||||||||||||||||||||||||||||||||||||||
| Level | Intermediate | |||||||||||||||||||||||||||||||||||||||
| Coordinator |
Paulo Rodrigues For more information: p.rodrigues@maastrichtuniversity.nl |
|||||||||||||||||||||||||||||||||||||||
| Language of instruction | English | |||||||||||||||||||||||||||||||||||||||
| Goals |
This course offers an introduction to options, forward and futures contracts, the organisation of their markets, their properties, the determination of their price and their use in trading strategies.
|
|||||||||||||||||||||||||||||||||||||||
| Description |
The basic valuation models such as the binominal Option Pricing Model and the Black and Scholes Model will be presented and discussed. Investment and hedging strategies, involving stock indices, currencies and interest rates with these new financial instruments will be studied in detail.
|
|||||||||||||||||||||||||||||||||||||||
| Literature |
J.C. Hull, Fundamentals of Futures and Options Markets, 2008, Prentice Hall, 6th edition
|
|||||||||||||||||||||||||||||||||||||||
| Prerequisites |
Second-year finance course.
Students should be familiar with risk and return and asset pricing concepts. Exchange students need to have taken at least one introductory finance course An advanced level of English |
|||||||||||||||||||||||||||||||||||||||
| Teaching methods (indicative; course manual is definitive) | PBL / Presentation / Assignment / Groupwork | |||||||||||||||||||||||||||||||||||||||
| Assessment methods (indicative; course manual is definitive) | Participation / Written Exam | |||||||||||||||||||||||||||||||||||||||
| Evaluation in previous academic year | For the complete evaluation of this course please click "here" | |||||||||||||||||||||||||||||||||||||||
| This course belongs to the following programmes / specialisations |
|