Asset Pricing (19BBA60020)

General information

Type:	OP	Curs:	3	Period:	S semester
ECTS Credits:	4 ECTS

Teaching Staff:

Group	Teacher	Department	Language
Ed: 1	Vicente Jose Bermejo Boixareu	Economía, Finanzas y Contabilidad	ENG
Ed: 1	Carlo Sala	Economía, Finanzas y Contabilidad	ENG

Group	Teacher	Department	Language

basic finance concepts, basic undergraduate mathematics, statistics and probability.

basic finance concepts, basic undergraduate mathematics, statistics and probability.

Lecture 60%
Independent work 40%

This course is divided in two parts.
The first part is an introduction to valuation techniques and introduces several asset pricing models.
The second part introduces the derivatives markets and main instruments.
The underlying philosophy of the second part of the course is to provide students the foundations for understanding derivatives in general and to be able to have basic conversation with derivatives professionals

1. Introducing the derivatives markets and instruments

2. Forward and Futures

3. Risk management with futures

4. Introducing Options

5. Option Trading Strategies

The lectures combine theoretical explanations and its applications and implementations through in class exercises and examples.

ASSESSMENT BREAKDOWN

Basic Bibliography:
Hull, Options Futures and other derivatives

Additional Bibliography or Materials: Additional material, lecture notes and financial data will be given in class.

Group	Teacher	Department
Ed: 1	Vicente Jose Bermejo Boixareu	Economía, Finanzas y Contabilidad
Ed: 1	Carlo Sala	Economía, Finanzas y Contabilidad

Group	Teacher	Department