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| code: | A7355 | studiebelasting: | 3 sp | periode: | sem. 1 | ||
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| naam: | Financiële modellen 1 | ||||||
| internet: | homepage, rooster | ||||||
| opleiding/fase: | ectrie/d23/major, ectrie/duaal/major | ||||||
| voertaal: | English | ||||||
| docent(en): | prof.dr. A.C.F. Vorst | ||||||
| contactpersoon: | prof.dr. A.C.F. Vorst | ||||||
| secretariaat: | E&B | ||||||
| aanmelding: | - | ||||||
| toelatingseisen: | - | ||||||
| aanbevolen: | - | ||||||
| onderwijsvorm: | fifteen weeks; 2 lectures-hours per week | ||||||
| tentamenvorm: | written exam and homework exercises | ||||||
| tentamenperiode: | december/januari, augustus (herkansing) | ||||||
| tentameneisen: | - | ||||||
| tentamenstof: | book | ||||||
Hardly a day passes without the introduction of new financial instruments. Most of these instruments have an option-like feature and are called derivative securities. In this course we discuss the latest developments in the theory of derivative securities concerning pricing, hedging and risk management. We introduce the basic results in option pricing, which is based on the theory of stochastic processes.
Hull, J., Options, Futures and Other Derivative Securities, Prentice Hall, 4th edition
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