Students shall be able to do the following:

Skills

• Construct financial engineering products
• Review and explain existing products
• Analyse and structure derivatives
• Value and model derivatives

Competencies

• Properly utilize derivatives in practice
• Implement trading strategies in terms of exchange-traded derivatives
• Inserting and evaluating OTC derivatives
• Use of financial engineering products

Bloss, (2020): Financial Engineering

Hull, J. (2016): Options, Futures, and Other Derivatives

optional: Lecturer’s own script