Sluiten Help Print Cursus: 202000412 202000412 Option Pricing Cursus informatie Cursus 202000412 Studiepunten (ECTS) 2,5 Cursustype Onderwijseenheid Voertaal Engels Contactpersoon dr. P.K. Mandal E-mail p.k.mandal@utwente.nl Docenten Contactpersoon van de cursus dr. P.K. Mandal Docent dr. P.K. Mandal Docent dr. B. Roorda Examinator dr. B. Roorda Collegejaar 2022 Aanvangsblok 1A Aanmeldingsprocedure Zelf aanmelden via OSIRIS Student Inschrijven via OSIRIS Ja Cursusdoelen Understanding of option pricing techniques for simple options Inhoud Voorkennis 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 Participating study Bachelor Technische Bedrijfskunde Participating study Bachelor Bedrijfsinformatietechnologie Module Module 5 Verplicht materiaal 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. Aanbevolen materiaal - Werkvormen Zelfstudie geen begeleiding Aanwezigheidsplicht Ja Toetsen Test Option Pricing Sluiten Help Print