EPN-V2

ØABED4200 Derivatives Emneplan

Engelsk emnenavn
Derivatives
Omfang
10.0 stp.
Studieår
2018/2019
Emnehistorikk
Pensum
HØST 2018
Timeplan
Programplan

  • Innledning

    Knowledge

    The student

    • can describe basic theories of negotiation and under which circumstances negotiation is a proper problem solving tool
    • is familiar with the interrelationship between negotiation and other social sciences like economics, psychology and anthropology
    • is familiar with the concept of Nash equilibrium and how this is relevant in negotiations
    • is familiar with effective use of debate in negotiation
    • The student is familiar with tricks and ploys used in negotiation and how to protect oneself from such
    • is familiar with influencing methods

    Skills

    The student

    • can prepare effectively ahead of negotiations
    • can practice effective debate and proposal techniques

    Competence

    The student

    • can reflect on ethical behaviour in negotiations
    • can solve negotiation problems in groups

  • Anbefalte forkunnskaper

    Statistiske metoder, Finansstyring og Finansielle markeder.

  • Forkunnskapskrav

    About 20 hours of teaching and exercises. In addition there will be 2 full days of practical negotiation training and 1 full day influencing training.

  • Læringsutbytte

    No course requirements.

  • Innhold

    • Introduksjon til futuresmarkedet og prising av futureskontrakter. Sikring med futures.
    • Rentebytte og valutabytte (Swapper).
    • Introduksjon til opsjoner. Binomiske og Black-Scholes modeller for opsjonsprising.
    • Grekerne i opsjonsprising. Sikring mot opsjoner.

  • Arbeids- og undervisningsformer

    Individual written 4-hour exam will be held at the end of the semester. The exam will partly be based on a case study which will be made available about 1 week ahead of the exam date.

  • Arbeidskrav og obligatoriske aktiviteter

    A list of reference aids allowed will be published on our website.

  • Vurdering og eksamen

    Letter grading A-F.

  • Hjelpemidler ved eksamen

    In addition to the instructor, an external examiner will grade the exam.

  • Vurderingsuttrykk

    Ivar Bredesen

  • Sensorordning

    Ekstern sensor vil sammen med intern sensor sensurere besvarelsene.