Study: Master in Finance (261)
Coordinating teacher: SERRANO JIMENEZ, PEDRO JOSE
Department assigned to the subject: Department of Business Administration
ECTS Credits: 3.0 ECTS
Students are expected to have completed
Competences and skills that will be acquired and learning results.
Description of contents: programme
Learning activities and methodology
- % end-of-term-examination 60
- % of continuous assessment (assigments, laboratory, practicals...) 40
- Ali Hirsa and Salih N. Neftci. An Introduction to the Mathematics of Financial Derivatives. Academic Press - Elsevier. 2014, 3rd Edition
- John Hull. Options, Futures, and Other Derivatives. Pearson Prentice Hall. 2006
- John Cochrane. Asset Pricing. Princeton University Press. 2005
- Salih N. Neftci. Principles of Financial Engineering. Elsevier. 2008
The course syllabus and the academic weekly planning may change due academic events or other reasons.