Course code BUS324

BUS324 Options, Derivatives and Risk Management

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Showing course contents for the educational year 2017 - 2018 .

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: Study year 2011-2012
Last time: 2018H
Preferential right:
-Master in Business Administration
Course contents:
The course will mainly focus on options and risk management. 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 will get the option to 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.

How much each student actually acquire of knowledge will to a large degree also depend on their own efforts. This course has significant workload.

Learning activities:
-
Teaching support:
-
Syllabus:
Hull, J. Options, Futures and Other Derivatives, Prentice Hall last verison + some hand-outs and information from the internet.
Prerequisites:
Basic knowledge of finance, statistics as well as Excel.
Recommended prerequisites:

Portfolio theory and risk management (BUS322)

+ Basic finance and statistics, basic knowledge of Excel.

Mandatory activity:
Participation on at least 2/3 of the lectures/seminars. Compulsory activity is valid until the next time the course is given.
Assessment:
Final written exam, 3,5 hours, which counts 100% of the total grade.
Nominal workload:
300 hours.
Entrance requirements:
Bachelor
Reduction of credits:
-
Type of course:
About 35 hours of lectures.
Note:
-
Examiner:
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: B1 Calculator handed out, no other aids
Examination details: Written test: A - E / Ikke bestått