Suojautuminen ja johdannaiset (KDV006), 3 op

Basic information

Course name:	Suojautuminen ja johdannaiset Hedging and Derivatives
Course Winha code:	KDV006
Kurre acronym:
Credits:	3
Type and level of course:	Optional Studies
Year of study, semester or study period:	3.year
Implementation:	Autumn semester, 2.period
Semester:	0708
Language of tuition:	Suomi
Teacher:
Final assessment:	Grading scale (0-5)

Descriptions

Prerequisites

Course contents (core content level)

Introduction to derivatives, Determination of option and futures prices, Trading strategies involvning options, Hedging strategies, The Black & Scholes valuation model, Warrants, Swaps, Trading derivatives

Course contents (additional)

Exotic options

Core content level learning outcomes (knowledge and understanding)

The students will understand derivatives both as instruments used for speculation as well as instruments used for hedging. The students will be familiar with the most common derivatives and trading strategies and will understand how the markets work.

Core content level learning outcomes (skills)

The studens will be able to evaluate information concerning different derivative instruments on the markets. The students will be able to create different strategies involving options, and they will be able to determine theoretical prices of call and put options.

Teaching and learning strategies

Lectures, litterature, assignments, exam

Teaching methods and student workload

Exam
Lectures and assignments
Individual research, reading
Learning tasks / Assignments

Assessment weighting and grading

Assignments (60%) and exam (40%)
or alternatively exam on text material (100%)

Related competences of the degree programme

Advanced business competencies
International competencies
Personal development