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.
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
