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Syllabus:

Financial Economics II D21, 7.5 credits

Swedish name: Finansiell ekonomi II D21
This syllabus is valid: 2009-10-12 valid to 2011-10-16 (newer version of the syllabus exists)
Course code: 2NE056
Credit points: 7.5
Education level: Second cycle
Main Field of Study and progress level: Economics: Second cycle, in-depth level of the course cannot be classified
Grading scale: Pass with distinction, Pass, Fail
Responsible department: Department of Economics

Contents

The following topics are covered: - Fixed income securities and bonds. - Futures/forwards. - Swaps. - Options.

Expected learning outcomes

Having completed the course Financial Economics II D21, the studfent is expected to - have a good knowledge of the functioning of bonds and the bonds market. - have a good knowledge in how bonds are priced and how they can be used as financial instruments to deal with financial risks. - have a good knowledge of how the markets for futures/forwards, swaps and options functions. - have a good knowledge in how financial derivatvies are priced and how they can be used as instruments to deal with financial risks.

Required Knowledge

University: Courses in Economics at undergraduate level equal to 90ECTS (whereof 30ECTS C-level courses) including a Bachelor thesis of 15ECTS or the equal writing experience. In addition Mathematical Economics I D7 and Financial Economics D2 or the equivalents are required. Students are also required to have English A from Swedish gymnasium or the equivalent.

Literature

Tsay Ruey S.
Analysis of financial time series
3rd ed. : Hoboken, N.J. : Wiley : c2010. : xxiii, 677 p. :
ISBN: 978-0-470-41435-4 (cloth)
Mandatory
Search the University Library catalogue

Hull John C.
Options, futures, and other derivatives
7. ed. : Upper Saddle River, N.J. : Pearson Prentice Hall : cop. 2009 : xxii, 822 s. :
ISBN: 978-0-13-601586-4 (inb.)
Mandatory
Search the University Library catalogue