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Derivatives (5 cr)

Code: LD00EH40-3003

General information


Enrollment

04.12.2023 - 07.01.2024

Timing

15.01.2024 - 08.05.2024

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

  • LXD22S1_L1
    LXD22S1_L1
  • LXD22S1_L2
    LXD22S1_L2

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

Materials

Opi Optiot
Niskanen & Niskanen, Yritysrahoitus, WSOY, luku 9
Muu opettajan materiaali OMA-portaalissa

Teaching methods

Luennot
Harjoitukset
Etätehtävät
Tentti

Student workload

5 op:n kurssi vastaa 130 työtuntia opiskelijalle:
luennot ja tentti 40 tuntia
etätehtävät 10 tuntia
itseopiskelua 80 tuntia

Further information

Kurssi sisältää vaativia laskutehtäviä.

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

Tentti 70%
Etätehtävät 30%

Prerequisites

Business Accounting and Corporate Finance or equivalent competences