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Cursus: 201100162
201100162
Management of Technology
Cursus informatieRooster
Cursus201100162
Studiepunten (ECTS)5
CursustypeCursus
VoertaalEngels
Contactpersoondr. B. Roorda
E-mailb.roorda@utwente.nl
Docenten
Docent
dr.ir. J.H.M. Anderluh
Contactpersoon van de cursus
dr. B. Roorda
Examinator
dr. B. Roorda
Collegejaar2017
Aanvangsblok
2B
AanmeldingsprocedureZelf aanmelden via OSIRIS Student
Inschrijven via OSIRISJa
Leerdoelen
Design and development of an innovative financial product, taking into account relevant aspects of the issuing company and the market.
Inhoud
Design and development of an innovative financial product, taking into account relevant aspects of the issuing company and the market. The course deals with the various aspects of managing the development of a financial product. You will form teams and choose one of categories of structured financial products introduced in class, and then create your own innovative version. In this, you will also take into account the business perspective of a (hypothetical or real) bank at which you (could) introduce it as an innovative product. The final goal is to write a software package to price and hedge similar structured products, with accompanying user manual.
Entry requirements: Mandatory: Structured Products 201300062. Recommended: Risk management 191860181
Voorkennis
Necessary: Mathematical Finance (191515201), Structured Products (191570300);
Recommended: Risk Management (191860181).
Contact the coordinator if you want to follow the course without the required background. 30 ECTS in master IEM with sufficient background in Financial Engineering
DEELNEMENDE OPLEIDING
Master Industrial Engineering and Management
Verplicht materiaal
-
Aanbevolen materiaal
Studiemateriaal
Sheets, publically available documents on financial products
Werkvormen
Presentatie(s)
AanwezigheidsplichtJa

Toetsen
Opdracht(-en)

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