Pricing of Financial Securities and Derivatives

Basic knowledge of the foundations of financial theory, e.g 1121/1121-V/1121-OPU Finansiering och investering or 1151 Principles of Finance.

NB! It is your responsibility as a student to ensure you meet all prerequisites before registering for a course.

Failure to do so may result in the cancellation of your participation and the course examinar may withhold any credits earned.

After completing the course, you will be able to:

• identify and explain the role and workings of major financial markets and instruments
• identify and interpret different versions of the term structure of interest rates
• calculate the value of bonds, foreign exchange rates, forwards, futures, swaps and options
• utilize hedging techniques in financial markets such as immunization and delta hedging