Courses Bachelor Display 2019-2020

Course Description To PDF
Course title Options and Futures
Course code EBC2053
ECTS credits 6,5
Assessment None
Period
Period Start End Mon Tue Wed Thu Fri
5 15-4-2020 7-6-2020 X/E X/E
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 PBL / Presentation / Assignment / Groupwork
Assessment methods Participation / Written Exam
Evaluation in previous academic year For the complete evaluation of this course please click "here"
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