FINANCIAL DERIVATIVES

Course Information
TitleΠΑΡΑΓΩΓΑ ΧΡΗΜΑΤΟΟΙΚΟΝΟΜΙΚΑ ΠΡΟΪΟΝΤΑ / FINANCIAL DERIVATIVES
Code12ΕΗ03
FacultySocial and Economic Sciences
SchoolEconomics
Cycle / Level1st / Undergraduate
Teaching PeriodSpring
CoordinatorGeorgios Panos
CommonYes
StatusActive
Course ID600000333

Programme of Study: UPS School of Economics (2013-today)

Registered students: 30
OrientationAttendance TypeSemesterYearECTS
OIKONOMIASElective Courses belonging to the other843
DIOIKĪSĪ EPICΗEIRĪSEŌNElective Course belonging to the selected specialization (Elective Specialization Course)843

Class Information
Academic Year2018 – 2019
Class PeriodSpring
Faculty Instructors
Class ID
600123264
Course Type 2016-2020
  • Scientific Area
Course Type 2011-2015
Specific Foundation / Core
Mode of Delivery
  • Face to face
Digital Course Content
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
ActivitiesWorkloadECTSIndividualTeamworkErasmus
Lectures853.0
Exams20.1
Total873.1
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