8 July 2016
Financial Derivatives and Real Options
This course introduces students to basic derivative products, discusses their design and pricing as well as their use in practice. The first part of the course will focus on financial derivatives and their pricing. In practical exercises students will analyze structured products offered by banks and discover the role that credit default swaps played during the financial crisis. Building on this understanding, we will next consider how real options allow managers to understand and manage uncertainties and flexibility inherent in investment decision making. For more details see:
Dr. Paulo Rodriguez and Dr. Stefanie Kleimeier, Maastricht University.
Bachelor and master students.
Admission requirements: basic financial knowledge including securities (stocks, bonds) and capital budgeting (net present value, internal rate of return, cost of capital).
This course introduces students to basic derivative products, discusses their design and pricing as well as their use in practice.
EUR 475: Course + course materials