Financial Risk Management - Portfolio Theory and Derivatives, 15 credits

Finansiell riskhantering - portföljvalsteori och derivatinstrument, 15 hp


Main field of study

Economics Business Administration

Course level

Second cycle

Course type

Single subject and programme course


Göran Hägg

Course coordinator

Göran Hägg

Director of studies or equivalent

Linnea Tengvall


ECV = Elective / Compulsory / Voluntary
Course offered for Semester Weeks Language Campus ECV
Single subject course (Full-time, Day-time) Autumn 2020 202034-202043 Swedish Linköping, Valla
Single subject course (Full-time, Day-time) Autumn 2020 202034-202043 Swedish Linköping, Valla
F7MNE Master programme in Economics (Finance) 3 (Autumn 2020) 202034-202043 Swedish Linköping, Valla C

Main field of study

Economics, Business Administration

Course level

Second cycle

Advancement level


Course offered for

  • Master programme in Economics

Entry requirements

  • Economics, basic courses, 30 ECTS credits, Economics, continuation courses, 30 ECTS credits, and Economics, in-depth courses, 30 ECTS credits, with at least 60 ECTS credits approved
  • 15 ECTS credits in Corporate Finance
  • English and Swedish corresponding to the level of English and Swedish in Swedish upper secondary education (Engelska 6 and Svenska 3)


If the LiU coordinator for students with disabilities has granted a student the right to an adapted examination for a written examination in an examination hall, the student has the right to it. If the coordinator has instead recommended for the student an adapted examination or alternative form of examination, the examiner may grant this if the examiner assesses that it is possible, based on consideration of the course objectives.

Students failing an exam covering either the entire course or part of the course twice are entitled to have a new examiner appointed for the reexamination.

Students who have passed an examination may not retake it in order to improve their grades.


Three-grade scale, U, G, VG

Other information

Planning and implementation of a course must take its starting point in the wording of the syllabus. The course evaluation included in each course must therefore take up the question how well the course agrees with the syllabus.

The course is carried out in such a way that both men´s and women´s experience and knowledge is made visible and developed.


Institutionen för ekonomisk och industriell utveckling
Code Name Scope Grading scale
LABB Laborations 1.5 credits U, G
CASE Case 1.5 credits U, G
SEMI Seminars 1.5 credits U, G
RAPP Written examination 6 credits U, G
INDU Examination 4.5 credits U, G


Se under fliken ”Övriga dokument ” för eventuell kompletterande litteraturlista.
Bodie, Kane & Marcus, Investments and Portfolio Management, senaste upplagan, McGraw-Hill.
Hull, John, Options, Futures and Other Derivatives, senaste upplagan, Prentice Hall.
Nofsinger, John, The Psyhology of Investing, senaste upplagan, Prentice Hall.


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