esade

Asset Pricing (2225.YR.000617.1)

General information

Type:	OPT	Curs:	3,4	Period:	S semester
ECTS Credits:	4 ECTS

Teaching Staff:

Group	Teacher	Department	Language
Year 3	Jacob Albo Sánchez	Economía, Finanzas y Contabilidad	ENG

Group	Teacher	Department	Language
Year 4	Jacob Albo Sánchez	Economía, Finanzas y Contabilidad	ENG

Prerequisites

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

Previous Knowledge

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

Workload distribution

Lecture 60%
Independent work 40%

Course Learning Objectives

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

Methodology

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

Assessment criteria

The Final Valuation is determined as follows:
40% Mid Term exam
20% Final Exam
20% Class presentation + Presentation

Bibliography

Basic Bibliography:
Hull, Options Futures and other derivatives

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

Timetable and sections

Group	Teacher	Department
Year 3	Jacob Albo Sánchez	Economía, Finanzas y Contabilidad

Timetable Year 3

From 2023/1/17 to 2023/1/27:
From Monday to Thursday from 17:30 to 20:00.
Each Friday from 19:00 to 20:00. (Except: 2023/1/20)
Each Friday from 17:30 to 19:15. (Except: 2023/1/27)
Each Friday from 17:30 to 19:00. (Except: 2023/1/20)

Group	Teacher	Department
Year 4	Jacob Albo Sánchez	Economía, Finanzas y Contabilidad