| Castellano |
| Tribunal titular | ||
|---|---|---|
| Cargo | Departamento | Profesor |
| Tribunal suplente | |||
|---|---|---|---|
| Cargo | Departamento | Profesor | |
|
Educational guide | |||||||||||||||||||||
| IDENTIFYING DATA | 2023_24 | |||||||||||||||||||||
| Subject | FINANCIAL DERIVATIVES | Code | 00515019 | |||||||||||||||||||
| Study programme | ||||||||||||||||||||||
| Descriptors | Credit. | Type | Year | Period | ||||||||||||||||||
| 6 | Optional | Second | ||||||||||||||||||||
| Language |
|
|||||||||||||||||||||
| Prerequisites | ||||||||||||||||||||||
| Department | ||||||||||||||||||||||
| Coordinador | ||||||||||||||||||||||
| Lecturers | |
|||||||||||||||||||||
| Web | http:// | |||||||||||||||||||||
| General description | The objetive of the subject is to know the financial derivatives usage, types, valuation and regualtion. | |||||||||||||||||||||
| Tribunales de Revisión |
|
|||||||||||||||||||||
| Competencies |
| Type A | Code | Competences Specific |
| Type B | Code | Competences Transversal |
| Type C | Code | Competences Nuclear |
| C1 | ||
| C2 | ||
| C3 |
| Learning aims |
| Competences | |||
| A16959 |
B5192 B5193 B5194 B5196 |
C2 C3 |
|
| B5192 B5193 B5194 B5196 |
C1 |
||
| A16959 A16960 A16961 |
B5192 B5193 B5194 B5196 |
C2 C3 |
|
| A16959 A16960 A16961 |
B5187 B5192 B5193 B5194 B5196 |
C1 |
|
| A16959 A16960 A16961 A16962 |
B5187 B5192 B5193 B5194 B5196 |
C1 C2 C3 |
|
| Contents |
| Topic | Sub-topic |
| Planning |
| Methodologies :: Tests | |||||||||
| Class hours | Hours outside the classroom | Total hours | |||||||
| PBL (Problem Based Learning) | 10 | 25 | 35 | ||||||
| Personal tuition | 6 | 6 | 12 | ||||||
| Practicals using information and communication technologies (ICTs) in computer rooms | 10 | 0 | 10 | ||||||
| Assignments | 0 | 10 | 10 | ||||||
| Presentations / expositions | 9 | 9 | 18 | ||||||
| Lecture | 20 | 40 | 60 | ||||||
| Mixed tests | 5 | 0 | 5 | ||||||
| (*)The information in the planning table is for guidance only and does not take into account the heterogeneity of the students. | |||||||||
| Methodologies |
| Description | |
| PBL (Problem Based Learning) | During the progress of the agenda and in certain parts of it, the teacher will use the system of problem-based learning by proposing case studies related to the topic discussed, for their resolution by the students in groups or in a single way and explain the results privately or through public exposure. This will look for a better understanding of the concepts and issues arising in their practical treatment, the use of basic tools and the capacity of analysis, teamwork and public explaining of the work done |
| Personal tuition | Personal tuition sessions are based on the official calendar and may be mandatory, with two purposes, the first one, carrying out track work and case studies that require advice or consultation with the teacher and their explaining, but also in some cases it may be for doing evaluating tests. The second one, personal tuition will help answer questions from students of the subject discussed in class. |
| Practicals using information and communication technologies (ICTs) in computer rooms | |
| Assignments | |
| Presentations / expositions | |
| Lecture | This optional course is taught throughout the second quarter, three days a week, two of them in lectures of 1 hour and a half each, and the third session for personal tuition. Most of topics will be developed in theoretical and conceptual terms which are necessary to address some practical application based on real situations that may occur in the markets in which they require the active participation of students, both in the form of questions or issues that students can pose or as questions and debates generated by the teacher to analyze each situation presented. Also, the teacher will recommend supporting literature about explained topics, so that each student is able to deepen and complete their training with it. |
| Personalized attention |
|
|
| Assessment |
| Description | Qualification | ||
| PBL (Problem Based Learning) | Fundamental part of continuous assessment, to reflect participation, understanding and implementation by students of the topics explained with practical cases as well as the application of core values in the workplace like the capacity for analysis and resolution, teamwork and the synthesis and presentation of the results achieved | ||
| Lecture | |||
| Practicals using information and communication technologies (ICTs) in computer rooms | Supondrá el 30% de la calificación final | ||
| Mixed tests | The program provides for two mixed events which may include essay questions, short questions and exercises for students to solve | Supondrá el 50% de la calificación final. En caso de que haya más de una prueba se utilizará una media siemple sobre las pruebas realizadas. | |
| Others | The continuous assessment model implies that, in order to make it possible, attendance and participation in class are valued in a positive way. Attendance and participation may be in person or online for students that justifies the difficulty to attendance. | This evaluation will account for 10% of total mark | |
| Other comments and second call | |||
| Sources of information |
| Access to Recommended Bibliography in the Catalog ULE |
| Basic |
ANGEL VILARIÑO, Derivados: Valor razonable, Riesgos y Contabilidad, Prentice Hall, 2008
ROBERTO KNOP, Finanzas de diseño. Manuel de productos estructurados, Escuela de Finanzas Aplicadas, 2000
EDUARDO MARTINEZ ABASCAL, Futuros y Opciones en la Gestión de Carteras, Mc Graw Hill, 1993
JUAN MASCAREÑAS PEREZ-IÑIGO, JOSE RAMON ARAGONES, JUAN MASCAÑERAS, Futuros y Opciones Financieras, Pirámide, Segunda Edición
JOHN C. HULL, Introducción a los Mercados de Futuros y Opciones, Pearson Educación, Cuarta Edición
PABLO LARRAGA, OSCAR ELVIRA, Mercado de Productos Derivados, Bresca, 2008
MONTSERRAT VASANOVAS RAMON, Opciones Financieras, Pirámide, Sexta Edición
PROSPER LAMOTHE FERNANDEZ Y MIGUEL PEREZ SOMALO, Opciones Financieras y Productos estructurados, Mc Graw Hill, Tercera Edición
PABLO FERNANDEZ, Opciones, Futuros e Instrumentos Derivados, Deusto, 1996
SHELDON NATENBERG, Option Volatility and Pricing, Mc Graw Hill, Segunda Edición
JOHN F. SUMMA, JONATHAN W. LUBOW, Options on futures, new trading strategies, John Wiley and Sons Inc, 2002
JOHN C. HULL, Options, Futures and other Derivatives, Prentice Hall, Octava Edición
GUY COHEN, The Bible of Options Strategies, Prentice Hall, 2005
FRANK J. FABOZZI, The Handbook of fixed-income options: pricing, strategies & applications, Mc Graw Hill, Octava Edición |
| Complementary | |
| Recommendations |
| Subjects that it is recommended to have taken before | |||||
|
|||||