FINANCIAL DERIVATIVES
| Title | ΠΑΡΑΓΩΓΑ ΧΡΗΜΑΤΟΟΙΚΟΝΟΜΙΚΑ ΠΡΟΪΟΝΤΑ / FINANCIAL DERIVATIVES |
| Code | 12ΕΗ03 |
| Faculty | Social and Economic Sciences |
| School | Economics |
| Cycle / Level | 1st / Undergraduate |
| Teaching Period | Spring |
| Coordinator | Georgios Panos |
| Common | Yes |
| Status | Active |
| Course ID | 600000333 |
Programme of Study: UPS School of Economics (2013-today)
Registered students: 91
| Orientation | Attendance Type | Semester | Year | ECTS |
|---|---|---|---|---|
| OIKONOMIAS | Elective Courses belonging to the other | 8 | 4 | 3 |
| DIOIKĪSĪ EPICΗEIRĪSEŌN | Elective Course belonging to the selected specialization (Elective Specialization Course) | 8 | 4 | 3 |
| Academic Year | 2017 – 2018 |
| Class Period | Spring |
| Faculty Instructors |
|
| Class ID | 600098900
|
Class Schedule
| Building | Αμφιθέατρο ΝΟΕ |
| Floor | Όροφος 1 |
| Hall | ΑΙΘΟΥΣΑ 3 (161) |
| Calendar | Τετάρτη 16:00 έως 18:00 |
| Building | Αμφιθέατρο ΝΟΕ |
| Floor | Όροφος 1 |
| Hall | ΑΙΘΟΥΣΑ 2 (160) |
| Calendar | Πέμπτη 17:00 έως 18:00 |
Course Type 2016-2020
- Scientific Area
Course Type 2011-2015
Specific Foundation / Core
Mode of Delivery
- Face to face
Digital Course Content
- e-Study Guide https://qa.auth.gr/en/class/1/600098900
Language of Instruction
- Greek (Instruction, Examination)
Learning Outcomes
futures contracts
forward agreements
margin account
options
put-call parity
option pricing
General Competences
- Apply knowledge in practice
- Make decisions
- Design and manage projects
Course Content (Syllabus)
futures contracts - operation and margin requirements
derivatives - binomial tree
options - put and call
pricing - put-call parity
arbitrage in prices
forward contracts
forward rates
Keywords
futures, derivatives, options, pricing, price arbitrage
Educational Material Types
- Notes
- Book
Course Organization
| Activities | Workload | ECTS | Individual | Teamwork | Erasmus |
|---|---|---|---|---|---|
| Lectures | 85 | 3.0 | ✓ | ||
| Exams | 2 | 0.1 | |||
| Total | 87 | 3.1 |
Student Assessment
Description
Final written exam at the end of the semester. Sometimes papers during the semester will enhance total grade.
Student Assessment methods
- Written Exam with Multiple Choice Questions (Summative)
- Written Exam with Short Answer Questions (Summative)
- Written Exam with Problem Solving (Summative)
Bibliography
Course Bibliography (Eudoxus)
Βασικές αρχές των αγορών συμβολαίων και δικαιωμάτων, John Hull, Εκδόσεις Κλειδάριθμος, 2017
Additional bibliography for study
Πολυμένης, Εισαγωγή στη Χρηματοοικονομική Ανάλυση, 2η εκδ. Θεσσαλονίκη 2016. Κωδικός Βιβλίου στον ΕΥΔΟΞΟ:
Last Update
15-05-2018
