FINANCIAL DERIVATIVES

Course Information
TitleΠΑΡΑΓΩΓΑ ΧΡΗΜΑΤΟΟΙΚΟΝΟΜΙΚΑ ΠΡΟΪΟΝΤΑ / FINANCIAL DERIVATIVES
Code12ΕΗ03
FacultyEconomic and Political Sciences
SchoolEconomics
Cycle / Level1st / Undergraduate
Teaching PeriodSpring
CoordinatorPetros Messis
CommonYes
StatusActive
Course ID600000333

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

Registered students: 151
OrientationAttendance TypeSemesterYearECTS
OIKONOMIASSpecial Election843
DIOIKĪSĪ EPICΗEIRĪSEŌNElective Course belonging to the selected specialization (Elective Specialization Course)843

Class Information
Academic Year2020 – 2021
Class PeriodSpring
Faculty Instructors
Weekly Hours3
Class ID
600178411
Course Type 2016-2020
  • Scientific Area
Course Type 2011-2015
Specific Foundation / Core
Mode of Delivery
  • Face to face
  • Distance learning
Digital Course Content
Language of Instruction
  • Greek (Instruction, Examination)
Learning Outcomes
After the successful completion of the module students will be able to recognize futures contracts understand forward contracts analyze margin requirements recognize how options work utilize the put-call parity perform a basic option valuation through binomial trees
General Competences
  • Apply knowledge in practice
  • Make decisions
  • Work autonomously
  • Work in teams
  • Work in an international context
  • Design and manage projects
Course Content (Syllabus)
upon succesful completion of the module students will be able to understand 1. the mechanism of futures contracts 2. the operation and margin requirements 3. basic pricing of derivatives via binomial tree 4. options - put and call 5. put-call parity 6. arbitrage in prices 7. forward contracts 8. forward rates
Keywords
futures, derivatives, options, pricing, price arbitrage
Educational Material Types
  • Notes
  • Slide presentations
  • Video lectures
  • Book
Use of Information and Communication Technologies
Use of ICT
  • Use of ICT in Course Teaching
Course Organization
ActivitiesWorkloadECTSIndividualTeamworkErasmus
Lectures652.3
Exams190.7
Total843
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
Β. Πολυμένης, Εισαγωγή στη Χρηματοοικονομική Ανάλυση, 3η έκδοση Αθήνα 2019. Κωδικός Βιβλίου στον ΕΥΔΟΞΟ: 86195760.
Last Update
25-01-2021