The course begins with an introduction to the bond market followed by a survey of how bonds are priced, and a review of what affects the price of a bond. The course then continues with an examination of the financial derivatives, futures contracts such as currency forwards, interest rate futures, commodity futures and stock futures. There after we deal with various forms of swaps. The main part of the course, however, stock options and how they are priced. The focus here is on stock options.
90 ECTS of undergraduate courses in economics, whereof 30 ECTS on C-level (G2F). Proficiency in English equivalent to the Swedish upper secondary course English B/6. Mathematical Economics I D7, Econometrics I D12 or the equivalent.
Applicants in some programs at Umeå University have guaranteed admission to this course. The number of places for a single course may therefore be limited.
Application deadline was
16 April 2018.
Please note: This second application round is intended only for EU/EEA/Swiss citizens.