Checking date: 15/03/2018

Course: 2018/2019

Advanced derivatives
Study: Master in Finance (261)

Coordinating teacher: MORENO MUÑOZ, JESUS DAVID

Department assigned to the subject: Department of Business Administration

Type: Electives
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
  • Hull, J.C. . Options, Futures, and other Derivative Securities. 9th Edition, Prentice-Hall, Englewood Cliffs, New Jersey.. 2015
Additional Bibliography
  • Chance, D.M. and R. Brooks . An Introduction to Derivatives and Risk Management. 8th Edition, Thomson South-Western, Mason, Ohio.. 2010
  • Jarrow, R. and S. Turnbull . Derivative Securities. 2nd Edition, South-Western College Publishing, Cincinnati.. 1999

The course syllabus and the academic weekly planning may change due academic events or other reasons.