ØABED4200 Derivatives Emneplan

Bestått kvalifiseringskurs i matematikk eller tilsvarende. Studentene kan i løpet av emnet levere en skriftlig, individuell oppgave (ikke obligatorisk) og få tilbakemelding fra faglærer.

ØABED3500 or ØABED4600 Investments

Skriftlig skoleeksamen på fem timer.

Enkel kalkulator kan medbringes; for øvrig er ingen hjelpemidler tillatt (se reglement).

Det benyttes graderte karakterer. Karakterskalaen går fra A til F. A er beste karakter, F er ikke bestått.

The following coursework requirements must have been approved in order for the student to take the exam:

• Coursework 1: Futures
• Coursework 2: Swaps
• Coursework 3: Options 1
• Coursework 4: Options 2
• Coursework 5: Futures, Swaps and Options

All of the coursework requirements are submissions of approximately 2-3 pages, written individually.

The goal of the assignments are to help the students reflect over own independent work on practical problems in valuing and trading derivatives contracts and to use valuation models such as Cost of carry for futures and Binominal and Black-Scholes for options independently.

All required coursework must be completed and approved by the given deadline in order for the student to take the exam. If one or more coursework requirements have not been approved, the student will be given one opportunity to submit an improved version by the given deadline.

The exam in the course is a supervised exam of 4 hours.

The following aids are permitted:

• Calculator (see regulations for the use of calculators in the programme description)
• One dictionary (either first language-English/English-first language or English/English)

Grade scale A-F

The exam papers are assessed by one internal and one external examiner.

At least 25% of the exam papers will be assessed by two examiners. The grades awarded for the papers assessed by two examiners form the basis for determining the level for all the exam papers.

Students who have the subject ØABED3800 Derivatives in their bachelor's degree are not allowed to take this course.