Checking date: 16/01/2019

Course: 2018/2019

Study: Master in Finance (261)

Coordinating teacher: SERRANO JIMENEZ, PEDRO JOSE

Department assigned to the subject: Department of Business Administration

Type: Compulsory
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
Assessment System
  • % end-of-term-examination 60
  • % of continuous assessment (assigments, laboratory, practicals...) 40
Basic Bibliography
  • 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
Additional Bibliography
  • 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.