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: 75
| 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 | 2023 – 2024 |
| Class Period | Spring |
| Faculty Instructors |
|
| Weekly Hours | 3 |
| Class ID | 600247771
|
Course Type 2021
Specific Foundation
Course Type 2016-2020
- Scientific Area
Course Type 2011-2015
Specific Foundation / Core
Mode of Delivery
- Face to face
- Distance learning
Digital Course Content
- e-Study Guide https://qa.auth.gr/en/class/1/600247771
- eLearning: https://elearning.auth.gr/course/view.php?id=18362
Language of Instruction
- Greek (Instruction, Examination)
Prerequisites
Required Courses
- 12ΥΕ05 FINANCIAL ANALYSIS I
- 12ΥΣ06 FINANCIAL ANALYSIS II
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
- Multimedia
- Interactive excersises
- Book
Use of Information and Communication Technologies
Use of ICT
- Use of ICT in Course Teaching
- Use of ICT in Communication with Students
Course Organization
| Activities | Workload | ECTS | Individual | Teamwork | Erasmus |
|---|---|---|---|---|---|
| Lectures | 65 | 2.3 | ✓ | ||
| Exams | 19 | 0.7 | ✓ | ||
| Total | 84 | 3 |
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)
1. Θ. Πουφινάς, Χρ. Φλώρος, Χρηματοοικονομικά Παράγωγα, εκδ. Δίσιγμα, 2017. Κωδικός Βιβλίου στον ΕΥΔΟΞΟ: 77112349.
2. John Hull, Βασικές Αρχές των Αγορών Συμβολαίων και Δικαιωμάτων, εκδ. Κλειδάριθμος, 2017. Κωδικός Βιβλίου στον ΕΥΔΟΞΟ: 68385909.
3. K. CuthBertson, Nitzsche Dirk, O’ Sullivan Nial, Παράγωγα – Θεωρία και Πρακτική, εκδ. Broken Hill, 2022. Κωδικός Βιβλίου στον ΕΥΔΟΞΟ: 102070190.
Additional bibliography for study
Πολυμένης, Σύγχρονη Χρηματοοικονομική Ανάλυση, εκδ. Σοφία, Θεσσαλονίκη 2010. Κωδικός Βιβλίου στον ΕΥΔΟΞΟ: 1077.
Last Update
04-03-2024
