Course
Derivatives, Risk and Markets (IND640)
This subject gives and introduction to price determination and sources for price volatility, as well as the most common tools to address these risks
Dette er emnebeskrivelsen for studieåret 2015-2016. Merk at det kan komme endringer.
Semesters
Fakta
Emnekode
IND640
Vekting (stp)
10
Semester undervisningsstart
Autumn
Undervisningsspråk
English
Antall semestre
1
Vurderingssemester
Autumn
Timeplan
Content
Learning outcome
Forkunnskapskrav
Ingen
Anbefalte forkunnskaper
Investment Analysis (IND500)
Exam
| Form of assessment | Weight | Duration | Marks | Aid | Exam system | Withdrawal deadline | Exam date |
|---|---|---|---|---|---|---|---|
| Written exam | 1/1 | 4 Hours | Letter grades | Calculator | — | 04.03.2016 | 08.12.2015 |
Vilkår for å gå opp til eksamen/vurdering
Three mandatory exercises
All must be accepted before a candidate is allowed to take the exam.
Fagperson(er)
Head of Department:
Tore MarkesetCourse coordinator:
Sigbjørn Landazuri TveteraasCourse teacher:
Atle ØglendCourse teacher:
Roy Endre Holsvik DahlCourse teacher:
Andreea-Laura CojocaruÅpent for
Admission to Single Courses at the Faculty of Science and Technology
Industrial Economics - Master of Science Degree Programme
Industrial Economics - Master of Science Degree Programme, Five Year
Mathematics and Physics - Master of Science Degree Programme
Petroleum Engineering - Master of Science Degree Programme
Risk Management - Master's Degree Programme (Master i teknologi/siviling.)
Exchange programme at Faculty of Science and Technology
Litteratur
Tomek, W. G. and H. Kaiser (2014) Agricultural Product Prices. Cornell University Press, Itacha.
Compendium with excerpts from C. Alexander. Market Risk Analysis vol. IV: Value-at-Risk models. (ISBN 978-0-470-99788-8), and other relevant articles for the second part.
The course description is retrieved from FS (Felles studentsystem). Version 1