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Derivatives are key instruments for firms to transfer and mitigate their risks. The major classes are forward contracts, futures, options and swaps. According to Robert Merton, risk management is one of the key functions of the financial system and also one of the analytical pillars of finance. The theory of option pricing is one of the key ideas in finance for which Myron Scholes and Robert Merton were awarded their Nobel Prize.

The Black-Scholes-Merton option-pricing model has been described as 'the workhorse of the financial services industry'. Understanding derivative pricing is important for financial engineers seeking to address financial problems. Derivatives are important instruments for firms to manage risk. Financial futures are one of the most heavily traded markets in the world. Swaps are among the newest risk management products. Option markets expanded following the introduction of the Black-Scholes model.

Topics covered

  • The derivatives building blocks.
  • Terminal instruments.
  • Forward contracts.
  • Futures.
  • Swaps.
  • The basics of options.
  • Option pricing.
  • The Black–Scholes option-pricing model.
  • ‘The Greeks of option pricing’.
  • Extensions to the basic option-pricing model.
  • Using derivatives and hedging.
  • Hedging and insurance.
  • Using the derivatives product set.
Fördelar
  • Du läser på distans och kan ta tentan på annan ort i världen.
  • Du får ett internationellt certifikat från ett av världens ledande universitet.
  • Du får ett gediget material.
  • Du får ett starkt stöd via webben.
  • Du omsätter kunskapen direkt i praktiken.
  • Du får akademiska poäng och fördel för vidare internationella studier (MBA, MSc och DBA).

MBA utbildningen har varit väldigt utvecklande och gett mig verktyg att applicera kunskaperna praktiskt I arbetslivet. Flexibiliteten med att läsa på distans passar perfekt med ett jobb som innebär mycket resande.

Marie Lobéus, MBA, CFO, Hoist Technology AB

Att efter nära trettio år inom konsultyrket få ta del av PMC programmet var ett lyft. Jag upplevde utbildningen som mycket professionell och inte minst, som en krävande utmaning. 

Dag Larsson, PMC & CMC Ekan
Läs mer

08-544 715 70

Profile
Manager and key persons

Level
Level 7 (according to the EU framework)

Module
Derivatives

Width
About 200 hours. You will receive an international certificate from one of the world's leading universities, Heriot-Watt University. 10 ECTS (European Credit Transfer System) Credits.

Entry condition
Bachelor degree or equivalent.

Start
Distance learning starts individually.

Fee
SEK 13.000 excl VAT.
Examination fee is not included.