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Cursus: 201300062
201300062
Structured Products
Cursus informatieRooster
Cursus201300062
Studiepunten (ECTS)5
CursustypeCursus
VoertaalEngels
Contactpersoondr. B. Roorda
E-mailb.roorda@utwente.nl
Docenten
Docent		dr.ir. W.J.A. van Heeswijk
Contactpersoon van de cursus		dr. B. Roorda
Examinator		dr. B. Roorda
Docent		dr. V.L. Tchistiakov
Collegejaar2021
Aanvangsblok
2A
AanmeldingsprocedureZelf aanmelden via OSIRIS Student
Inschrijven via OSIRISJa
Cursusdoelen
Understand how to use derivatives to fit (almost) any desired payoff profile.
  • Have a good understanding of derivatives;
  • Is able to describe structured products;
  • Is able to structure processes;
  • Has understanding of structured credit products;
  • Has understanding of related risk management issues.
  • Is able to apply financial simulation techniques, and to report on the outcome according to standards of scientific writing.
Inhoud


See course description in English.
Voorkennis
Necessary: Mathematical Finance (20130060):
Desired: Risk Management (191860181)
Participating study
Master Industrial Engineering and Management
Verplicht materiaal
Book
Structured Equity Derivatives, the definitive guide to exotic options and structured notes Author: Harry M Kat, Publisher: Wiley Finance, ISBN: 0 471 48652 3
Book
Risk Management and Financial Institutions, Author: John C. Hull, most recent international edition, ISBN 978013800617-4
Aanbevolen materiaal
-
Werkvormen
Hoorcollege
AanwezigheidsplichtJa

Werkcollege
AanwezigheidsplichtJa

Toetsen
Exam

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