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Masters

Economics, Financial derivatives, advanced level, 7.5 credits

Orebro University
Örebro , Sweden
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Students
Tuition Fee
Not Available
Start Date
2027-01-01
Medium of studying
On campus
Duration
5 weeks
Details
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Details
Program Details
Degree
Masters
Major
Finance | Financial Planning | Econometrics
Area of study
Business and Administration | Mathematics and Statistics
Education type
On campus
Timing
Full time
Course Language
English
Intakes
Program start dateApplication deadline
2026-01-01-
2027-01-01-
About Program

Program Overview

Program Details

The program in question is Nationalekonomi, Finansiella derivat, avancerad nivÂ, 7,5 hp, which translates to Financial Derivatives in Economics at an advanced level, worth 7.5 higher education credits.


Course Description

The course covers the valuation and hedging of financial derivatives, including futures and options. A central focus is the development of the Black-Scholes-Merton model for option pricing, introduced through fundamental concepts such as Brownian motion, stochastic calculus, and binomial tree methods. Additional topics may include arbitrage-free interest rate curve models, the Monte Carlo method for valuing exotic options, and complete markets. Selected methods for option pricing are implemented and tested through computer exercises. The course is taught in English.


Prerequisites

  • 75 higher education credits in Economics at the basic level.
  • Additionally, requirements include:
    • Nationalekonomi, Matematik fˆr statistiker och ekonomer, avancerad nivÂ, 7,5 hp (Economics, Mathematics for Statisticians and Economists, Advanced Level, 7.5 hp).
    • Grundl‰ggande statistik, 15 hp (Basic Statistics, 15 hp).
    • Data Mining and Business Analytics, grundkurs, 15 hp (Data Mining and Business Analytics, Basic Course, 15 hp), or alternatively Grundl‰ggande statistik, 15 hp, 7,5 hp regressionsanalys/ekonometri/vetenskaplig metod inom nationalekonomi eller statistik (Basic Statistics, 15 hp, 7.5 hp regression analysis/econometrics/scientific method in Economics or Statistics).
    • Engelska 6/Engelska niv 2 (English 6/English Level 2).

Selection

The selection is based on the number of completed higher education credits taken no later than the last application day (TPAV).


Course Plan

The course plan includes detailed information about the course structure, learning objectives, and assessment methods.


Registration Codes

  • For the spring term 2026: ORU-V2042.
  • For the spring term 2027: ORU-V2340.

Teaching Periods

  • Spring term 2026, week 04 - 08.
  • Spring term 2027, week 03 - 07. Both terms are full-time, daytime studies, and the teaching is conducted in English at ÷rebro University (campus-based).

Institution

The course is offered by the School of Business at ÷rebro University.


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