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Umeå University
Financial Economics D2
The objective of the course is to provide a deep knowledge and understanding for financial derivatives. The course starts by describing the futures market. The mechanics of the futures markets, hedging strategies using futures and the determination of forward and futures prices are described. A subsequent part of th…
- Higher education
- Information unavailable
- 2 November 2026
- Umeå
- Information unavailable
- 100 %
Overview
The objective of the course is to provide a deep knowledge and understanding for financial derivatives. The course starts by describing the futures market. The mechanics of the futures markets, hedging strategies using futures and the determination of forward and futures prices are described. A subsequent part of the course covers interest and currency swap contracts. The second part of the course is devoted to options. Mechanics of options markets, properties of stock options and trading strategies involving options are covered. Other topics regard binomial trees, Wiener processes and Ito´s Lemma, the Black-Scholes-Merton model for option pricing, options on stock indices, the Greek letters, volatility smiles and estimation procedures. Credit risk, credit derivatives, exotic options and interest rate derivatives are also covered.
Admission scores
Entry requirements
90 credits of which at least 7.5 credits in mathematics containing calculus, such as One-dimensional calculus 1 or Mathematical Economics I D7. Proficiency in English equivalent to the Swedish upper secondary course English 6/level 2.
The text is reproduced from the Susa source. Antagningsdata does not map GY11 and GY25 or assess personal eligibility.
Source, measure and data quality
- Source
- Skolverket Susa-navet
- Period
- 2026-11-02
- Measure
- Entry-requirement text reproduced from the published Susa data; no personal eligibility assessment is made.
- Population
- Education offering e.uoh.umu.2ne016.a2n02.20262
- Last checked
- 2026-09-23T10:39:28.642986+00:00
- Limitation
- Antagningsdata does not map GY11 and GY25. General and specific conditions are not separated without structured source data.
Programme content
Study structure
Application and important dates
- Programme or course starts
- Programme or course ends
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Previous upper-secondary schools and programmes
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About the provider
Sources and data quality
Education facts for the selected offering come from Skolverket Susa-navet.
Retrieved . Published . Times are shown in Swedish local time.
Source identity and publication version
- Publication version
- 8e217193-f5fa-4778-b085-a4521fd03e8d
- Education identity in the source
- i.uoh.umu.2ne016.a2n02.20262
- Offering identity in the source
- e.uoh.umu.2ne016.a2n02.20262
- Education-form source code
- HS
- Education code in the source
- 2NE016
- Change time according to the source
- 2026-03-02T08:14:50
The provider, education and education offering are separate identities. Application information should be checked on the official website. Supplementary statistics have not been obtained from this source.