Financial Markets and Instruments, 6 credits

Finansiella marknader och instrument, 6 hp

TPPE29

Main field of study

Industrial Engineering and Management

Course level

Second cycle

Course type

Programme course

Examiner

Jörgen Blomvall

Director of studies or equivalent

Fredrik Persson

Education components

Preliminary scheduled hours: 28 h
Recommended self-study hours: 132 h
ECV = Elective / Compulsory / Voluntary
Course offered for Semester Period Timetable module Language Campus ECV
6CYYI Applied Physics and Electrical Engineering - International, M Sc in Engineering 7 (Autumn 2017) 2 2 Swedish Linköping E
6CYYI Applied Physics and Electrical Engineering - International, M Sc in Engineering 7 (Autumn 2017) 2 2 Swedish Linköping E
6CYYI Applied Physics and Electrical Engineering - International, M Sc in Engineering 7 (Autumn 2017) 2 2 Swedish Linköping E
6CYYI Applied Physics and Electrical Engineering - International, M Sc in Engineering 7 (Autumn 2017) 2 2 Swedish Linköping E
6CYYI Applied Physics and Electrical Engineering - International, M Sc in Engineering 7 (Autumn 2017) 2 2 Swedish Linköping E
6CYYI Applied Physics and Electrical Engineering - International, M Sc in Engineering (Financial Mathematics) 7 (Autumn 2017) 2 2 Swedish Linköping E
6CYYI Applied Physics and Electrical Engineering - International, M Sc in Engineering (Financial Mathematics) 7 (Autumn 2017) 2 2 Swedish Linköping E
6CYYI Applied Physics and Electrical Engineering - International, M Sc in Engineering (Financial Mathematics) 7 (Autumn 2017) 2 2 Swedish Linköping E
6CYYI Applied Physics and Electrical Engineering - International, M Sc in Engineering (Financial Mathematics) 7 (Autumn 2017) 2 2 Swedish Linköping E
6CYYI Applied Physics and Electrical Engineering - International, M Sc in Engineering (Financial Mathematics) 7 (Autumn 2017) 2 2 Swedish Linköping E
6CYYY Applied Physics and Electrical Engineering, M Sc in Engineering 7 (Autumn 2017) 2 2 Swedish Linköping E
6CYYY Applied Physics and Electrical Engineering, M Sc in Engineering (Financial Mathematics) 7 (Autumn 2017) 2 2 Swedish Linköping E
6CIEI Industrial Engineering and Management - International, M Sc in Engineering - Chinese 7 (Autumn 2017) 2 2 Swedish Linköping E
6CIEI Industrial Engineering and Management - International, M Sc in Engineering - Chinese (Master Profile Finance) 7 (Autumn 2017) 2 2 Swedish Linköping C
6CIEI Industrial Engineering and Management - International, M Sc in Engineering - French 7 (Autumn 2017) 2 2 Swedish Linköping E
6CIEI Industrial Engineering and Management - International, M Sc in Engineering - French (Master Profile Finance) 7 (Autumn 2017) 2 2 Swedish Linköping C
6CIEI Industrial Engineering and Management - International, M Sc in Engineering - German 7 (Autumn 2017) 2 2 Swedish Linköping E
6CIEI Industrial Engineering and Management - International, M Sc in Engineering - German (Master Profile Finance) 7 (Autumn 2017) 2 2 Swedish Linköping C
6CIEI Industrial Engineering and Management - International, M Sc in Engineering - Japanese 7 (Autumn 2017) 2 2 Swedish Linköping E
6CIEI Industrial Engineering and Management - International, M Sc in Engineering - Japanese (Master Profile Finance) 7 (Autumn 2017) 2 2 Swedish Linköping C
6CIEI Industrial Engineering and Management - International, M Sc in Engineering - Spanish 7 (Autumn 2017) 2 2 Swedish Linköping E
6CIEI Industrial Engineering and Management - International, M Sc in Engineering - Spanish (Master Profile Finance) 7 (Autumn 2017) 2 2 Swedish Linköping C
6CIII Industrial Engineering and Management, M Sc in Engineering 7 (Autumn 2017) 2 2 Swedish Linköping E
6CIII Industrial Engineering and Management, M Sc in Engineering (Master Profile Finance) 7 (Autumn 2017) 2 2 Swedish Linköping C
6MMAT Mathematics, Master's Programme 1 (Autumn 2017) 2 2 Swedish Linköping E
6MMAT Mathematics, Master's Programme (Modelling and Optimization in Economics) 1 (Autumn 2017) 2 2 Swedish Linköping E

Main field of study

Industrial Engineering and Management

Course level

Second cycle

Advancement level

A1X

Course offered for

  • Mathematics, Master's Programme
  • Industrial Engineering and Management - International, M Sc in Engineering
  • Industrial Engineering and Management, M Sc in Engineering
  • Applied Physics and Electrical Engineering - International, M Sc in Engineering
  • Applied Physics and Electrical Engineering, M Sc in Engineering

Entry requirements

Note: Admission requirements for non-programme students usually also include admission requirements for the programme and threshold requirements for progression within the programme, or corresponding.

Prerequisites

Basic knowledge in accounting, capital budgeting, probability theory and statistics

Intended learning outcomes

After the course the student is expected: to

  • show knowledge about how important financial markets are organized
  • to have knowledge about different types av market participants
  • describe the characteristics of different financial securities
  • to know how to use basic valuation methods for stocks, bonds, and derivative securities

Course content

For stock-, credit-, foreign exchange- and derivatives markets:

  • organisation of marketplaces and trading
  • actors
  • securities and valuation models

Teaching and working methods

The course is organized in lectures and seminars. The seminars are used for two compulsory assignments concerning (i) interest rate instruments, and (ii) binomial option pricing.

Examination

UPG1Assignments2 creditsU, G
TEN2Written examination4 creditsU, 3, 4, 5

Grades

Four-grade scale, LiU, U, 3, 4, 5

Other information

Financial Risk Management, Financial Valutaion Methodology, Portfolio Management, Financial Optimisation

Department

Institutionen för ekonomisk och industriell utveckling

Director of Studies or equivalent

Fredrik Persson

Examiner

Jörgen Blomvall

Education components

Preliminary scheduled hours: 28 h
Recommended self-study hours: 132 h

Course literature

Additional literature

Books

  • Madura, Jeff, Madura, Jeff, (2012) Financial institutions & markets
    ISBN: 9780538482172, 0538482176
    Andover, Hampshire : South-Western, Cengage Learning, 2012.
Code Name Scope Grading scale
UPG1 Assignments 2 credits U, G
TEN2 Written examination 4 credits U, 3, 4, 5

Regulations (apply to LiU in its entirety)

The university is a government agency whose operations are regulated by legislation and ordinances, which include the Higher Education Act and the Higher Education Ordinance. In addition to legislation and ordinances, operations are subject to several policy documents. The Linköping University rule book collects currently valid decisions of a regulatory nature taken by the university board, the vice-chancellor and faculty/department boards.

LiU’s rule book for education at first-cycle and second-cycle levels is available at http://styrdokument.liu.se/Regelsamling/Innehall/Utbildning_pa_grund-_och_avancerad_niva. 

Additional literature

Books

Madura, Jeff, Madura, Jeff, (2012) Financial institutions & markets

ISBN: 9780538482172, 0538482176

Andover, Hampshire : South-Western, Cengage Learning, 2012.

Note: The course matrix might contain more information in Swedish.

I = Introduce, U = Teach, A = Utilize
I U A Modules Comment
1. DISCIPLINARY KNOWLEDGE AND REASONING
1.1 Knowledge of underlying mathematics and science (G1X level)
X
TEN2

                            
1.2 Fundamental engineering knowledge (G1X level)
X

                            
1.3 Further knowledge, methods, and tools in one or several subjects in engineering or natural science (G2X level)
X
X
TEN2

                            
1.4 Advanced knowledge, methods, and tools in one or several subjects in engineering or natural sciences (A1X level)

                            
1.5 Insight into current research and development work

                            
2. PERSONAL AND PROFESSIONAL SKILLS AND ATTRIBUTES
2.1 Analytical reasoning and problem solving
X
X
TEN2

                            
2.2 Experimentation, investigation, and knowledge discovery

                            
2.3 System thinking
X
X
TEN2

                            
2.4 Attitudes, thought, and learning
X
TEN2

                            
2.5 Ethics, equity, and other responsibilities
X

                            
3. INTERPERSONAL SKILLS: TEAMWORK AND COMMUNICATION
3.1 Teamwork
X

                            
3.2 Communications
X
UPG1

                            
3.3 Communication in foreign languages

                            
4. CONCEIVING, DESIGNING, IMPLEMENTING AND OPERATING SYSTEMS IN THE ENTERPRISE, SOCIETAL AND ENVIRONMENTAL CONTEXT
4.1 External, societal, and environmental context
X
X
TEN2

                            
4.2 Enterprise and business context
X

                            
4.3 Conceiving, system engineering and management

                            
4.4 Designing

                            
4.5 Implementing

                            
4.6 Operating

                            
5. PLANNING, EXECUTION AND PRESENTATION OF RESEARCH DEVELOPMENT PROJECTS WITH RESPECT TO SCIENTIFIC AND SOCIETAL NEEDS AND REQUIREMENTS
5.1 Societal conditions, including economic, social, and ecological aspects of sustainable development for knowledge development

                            
5.2 Economic conditions for knowledge development

                            
5.3 Identification of needs, structuring and planning of research or development projects

                            
5.4 Execution of research or development projects

                            
5.5 Presentation and evaluation of research or development projects

                            

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