Derivatives (5 cr)
Code: LD00EH40-3001
General information
Enrollment
07.12.2021 - 09.01.2022
Timing
20.01.2022 - 29.04.2022
Number of ECTS credits allocated
5 op
Mode of delivery
Contact teaching
Unit
School of Business
Campus
Leiritie 1
Teaching languages
- Finnish
Seats
20 - 35
Degree programmes
- Economics and Business Administration
Teachers
- Elisabeth Schauman
Teacher in charge
Anne Perkiö
Groups
-
LXD20S1_L2LXD20S1_L2
-
LXD20S1_L1LXD20S1_L1
Objective
On completion of the course the student will have a basic understanding of Derivatives. The student will be able to find and use information from the derivatives markets. Student will be able to construct investment strategies and will be able to calculate stock option prices using valuation models. The student will have an understanding of the role of derivatives in managing financial risks.
Content
- Basic derivative theory
- The derivatives market
- Pricing stock options
- Option strategies
Location and time
Lectures are held at the Myyrmäki campus.
Tuition in Finnish.
Materials
Niskanen & Niskanen: Yritysrahoitus, Wsoy, luku 9
Opi Optiot, itseopiskelumateriaali.
Other material.
Teaching methods
Lectures, exercises in class, homework and final exam.
Exam schedules
Kurssitentti 29.4.2021 kampuksella.
Completion alternatives
Mandatory attendance at the two first lectures.
Student workload
Kurssi on 5 op:n kurssi = 130 opiskelutuntia
Evaluation scale
0-5
Assessment criteria, satisfactory (1)
The student has achieved the course objectives fairly. The student will be able to identify, define and use the course subject area’s concepts and models. The student understands the criteria and principles of the expertise development.
Assessment criteria, good (3)
The student has achieved the course objectives well, even though the knowledge and skills need improvement on some areas. The student is able to define the course concepts and models and are able to justify the analysis. The student is able to apply his/her knowledge in leisure, study and work situations. The student understands the importance of expertise in the field of business and is able to analyze his/her own expertise.
Assessment criteria, excellent (5)
The student has achieved the objectives of the course with excellent marks. The student masters commendably the course subject area’s concepts and models. The student is able to make justified and fluent analysis and to present concrete development measures. The student is well prepared to apply his/her knowledge in leisure, study and work situations. The student is able to analyze the business sector expertise and the development of his/her own expertise.
Assessment criteria, approved/failed
The student has achieved the course objectives fairly. The student will be able to identify, define and use the course subject area’s concepts and models. The student understands the criteria and principles of the expertise development.
Assessment methods and criteria
Assignments 30%
Exam 70%
Prerequisites
Business Accounting and Corporate Finance or equivalent competences