ESF:MPF_FID2 Financial derivatives 2 - Course Information

MPF_FID2 Financial derivatives 2 Exotic options

Extent and Intensity

0/2. 3 credit(s). Type of Completion: zk (examination).

Teacher(s)

Ing. Boris Šturc, CSc. (lecturer)

Guaranteed by

Ing. Boris Šturc, CSc.
Department of Finance – Faculty of Economics and Administration
Contact Person: Iva Havlíčková
Supplier department: Department of Finance – Faculty of Economics and Administration

Timetable of Seminar Groups

MPF_FID2/01: Fri 9:20–11:00 S309, B. Šturc

Course Enrolment Limitations

The course is also offered to the students of the fields other than those the course is directly associated with.
The capacity limit for the course is 48 student(s).
Current registration and enrolment status: enrolled: 0/48, only registered: 0/48, only registered with preference (fields directly associated with the programme): 0/48

fields of study / plans the course is directly associated with

there are 21 fields of study the course is directly associated with, display

Course objectives

The course is focused on introduction and familiarizing students with advanced options types (digital, barrier etc.) It aims at valuation, trading and practical using of these financial Instruments

Syllabus

• 1st Introductory Seminar
• 2nd I. Asian option - pricing, utilization, basic profit and loss graphs buyer and seller
• 3rd Asian Option II. - Pricing, utilization, basic profit and loss graphs buyer and seller
• 4th Exotic Option I - pricing, utilization, basic profit and loss graphs buyer and seller
• 5th Exotic Option II. - Pricing, utilization, basic profit and loss graphs buyer and seller
• 6th Barrier option - pricing, utilization, basic profit and loss graphs buyer and seller
• 7th Binary Option I - pricing, utilization, basic profit and loss graphs buyer and seller
• 8th Binary Option II. - Pricing, utilization, basic profit and loss graphs buyer and seller
• 9th Chooser option - pricing, utilization, basic profit and loss graphs buyer and seller
• 10th Lookback option - pricing, utilization, basic profit and loss graphs buyer and seller
• 11th Rainbow option - pricing, utilization, basic profit and loss graphs buyer and seller
• 12th Compound option - pricing, utilization, basic profit and loss graphs buyer and seller
• 13th Final Seminar and Test

Literature

required literature
• HULL, John. Options, Futures, and Other Derivatives. New Jersey: Prentice Hall, 2003, 774 pp. Fifth Edition. ISBN 0-13-046592-5. info
• BLAKE, David. Analýza finančních trhů. Translated by Aleš Hrnčíř - Petr Šedý - Pavel Šimůnek. Vyd. 1. Praha: Grada, 1995, 623 s. ISBN 8071692018. info

recommended literature
• HAUG, Espen. The complete Guide to Option Pricing Formulas. McGraw-Hill, 1998, 232 pp. ISBN 0-7863-1240-8. info

Teaching methods

Seminars

Assessment methods

Test and written examination "Any copying, recording or leaking tests, use of unauthorized tools, aids and communication devices, or other disruptions of objectivity of exams (credit tests) will be considered non-compliance with the conditions for course completion as well as a severe violation of the study rules. Consequently, the teacher will finish the exam (credit test) by awarding grade "F" in the Information System, and the Dean will initiate disciplinary proceedings that may result in study termination."

Language of instruction

Czech

Further Comments

Study Materials
The course is taught annually.

Information about innovation of course.

This course has been innovated under the project "Inovace studia ekonomických disciplín v souladu s požadavky znalostní ekonomiky (CZ.1.07/2.2.00/28.0227)" which is cofinanced by the European Social Fond and the national budget of the Czech Republic.

• Enrolment Statistics (Autumn 2015, recent)
  
• Permalink: https://is.muni.cz/course/econ/autumn2015/MPF_FID2