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Kies de Nederlandse taal
Course module: 202000412
202000412
Option Pricing
Course info
Course module202000412
Credits (ECTS)2.5
Course typeStudy Unit
Language of instructionEnglish
Contact persondr. P.K. Mandal
E-mailp.k.mandal@utwente.nl
Lecturer(s)
Contactperson for the course
dr. P.K. Mandal
Lecturer
dr. P.K. Mandal
Lecturer
dr. B. Roorda
Academic year2021
Starting block
1A
Application procedureYou apply via OSIRIS Student
Registration using OSIRISYes
Aims
Understanding of option pricing techniques for simple options
Content

Assumed previous knowledge
For technical bachelor students: basics of statistics and probability, incl. variance, correlation, standard deviation. Basic calculus: derivatives, first order conditions.

For non-technical bachelor students: (relatively) exceptionally strong quantitative background, comparable to first-year IEM bachelor. Indication: secondary school ‘wiskunde B’, 7 EC Statistics and Probability, 6 EC mathematics
Module
Module 5
Participating study
Bachelor Industrial Engineering and Management
Participating study
Bachelor Business & IT
Required materials
Book
As for Accounting and Finance, two chapters on Option Pricing.
Recommended materials
-
Instructional modes
Self study without assistance
Presence dutyYes

Tests
Test Option Pricing

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Kies de Nederlandse taal