Courses Exchange Display 2022-2023
|Options and Futures
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|Language of instruction
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.
PLEASE NOTE THAT THE INFORMATION ABOUT THE TEACHING AND ASSESSMENT METHOD(S) USED IN THIS COURSE IS WITH RESERVATION. A RE-EMERGENCE OF THE CORONAVIRUS AND NEW COUNTERMEASURES BY THE DUTCH GOVERNMENT MIGHT FORCE COORDINATORS TO CHANGE THE TEACHING AND ASSESSMENT METHODS USED. THE MOST UP-TO-DATE INFORMATION ABOUT THE TEACHING/ASSESSMENT METHOD(S) WILL BE AVAILABLE IN THE COURSE SYLLABUS.
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.
J.C. Hull, Fundamentals of Futures and Options Markets, 2008, Prentice Hall, 6th edition
This course is in transition for the pre-master Financial Economics.
The following rule applies to pre-master Financial Economics students who started the programme prior to academic year 2022/23.
TRANSITIONAL REGULATION (EBC2053):
Students who did not pass the course EBC2053 can register "exam only".
See the Transitional Regulations section in the Bachelor Education and Examination Regulations for more information.
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
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|This course belongs to the following programmes / specialisations