Academic Year/course:
2017/18
526 - Master's in Accounting and Finance
61435 - Advanced Financial Instruments
Syllabus Information
Academic Year:
2017/18
Subject:
61435 - Advanced Financial Instruments
Faculty / School:
109 - Facultad de Economía y Empresa
Degree:
526 - Master's in Accounting and Finance
ECTS:
4.0
Year:
1
Semester:
Second semester
Subject Type:
Optional
Module:
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5.3. Syllabus
PART I: PLAIN-VANILLA OPTIONS
Lesson 1: Introduction
Lesson 2: Option combinations
Lesson 3: Option valuation
PART II: EXOTIC OPTIONS
Lesson 4.- Concept and characteristics
Lesson 5.- Structured investment product
PART III: OTC MARKETS
Lesson 6: Credit derivative
Lesson 7: VaR model