Close Help Print Course module: 202000412 202000412 Option Pricing Course info Course module 202000412 Credits (ECTS) 2.5 Course type Study Unit Language of instruction English Contact person dr. P.K. Mandal E-mail p.k.mandal@utwente.nl Lecturer(s) Contactperson for the course dr. P.K. Mandal Lecturer dr. P.K. Mandal Lecturer dr. B. Roorda Examiner dr. B. Roorda Academic year 2022 Starting block 1A Application procedure You apply via OSIRIS Student Registration using OSIRIS Yes 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. Book Brealey Myers Allen, Principles of Corporate Finance (14e international edition) Recommend to buy in combination with Connect; Use of 13th edition still possible. Recommended materials - Instructional modes Self study without assistance Presence duty Yes Tests Test Option Pricing Close Help Print