Course code BUS324

BUS324 Options, Derivatives and Risk Management

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Showing course contents for the educational year 2015 - 2016 .

Course responsible: Espen Gaarder Haug
Teachers: Glenn Roger Kristiansen
ECTS credits: 10
Faculty: School of Economics and Business
Teaching language: NO
(NO=norsk, EN=Engelsk)
Limits of class size:
Teaching exam periods:
This course starts in Autumn parallel. This course has teaching/evaluation in Autumn parallel, .
Course frequency: Annually
First time: 2011H
Preferential right:
-Master in Business Administration
Course contents:
The course will mainly focus on options and risk management, but also cover convertible bonds. Option pricing, risk-parameters for options, general risk management, probability distributions in theory and practice. Options embedded in other contracts, real options. Investment and hedging strategies. The course will actively use Excel spread sheets where we will implement option models and risk management tools.
Learning outcome:
The students will in this course develop solid knowledge of options, investment and risk management. Key words: options, option pricing, options on stocks, commodities, futures and forwards, real options, probability distributions, theory and practice.
Learning activities:
Teaching support:
Hull, J. Options, Futures and Other Derivatives, Prentice Hall last verison + some hand-outs and information from the internet.
Basic knowledge of finance, statistics as well as Excel
Recommended prerequisites:
Portfolio theory and risk management (BUS322)
Mandatory activity:
-Final Written Exam, 3,5 hours
Entrance requirements:
Reduction of credits:
Type of course:
About 35 hours lectures and about 25 hours PC-lab training.
External examiner will control the quality of syllabus, questions for the final examination, and principles for the assessment of the examination answers.
Allowed examination aids: Calculator handed out, no other aids
Examination details: Written test: A - E / Ikke bestått