Student rights and obligations (login required)
Linköping University common rules and regulations (in Swedish)
Financial Markets and Instruments, 6 credits
Finansiella marknader och instrument, 6 hp
TPPE29
Main field of study
Industrial Engineering and ManagementCourse level
Second cycleCourse type
Programme courseExaminer
Jörgen BlomvallDirector of studies or equivalent
Fredrik PerssonEducation components
Preliminary scheduled hours: 28 hRecommended self-study hours: 132 h
ECV = Elective / Compulsory / Voluntary
Main field of study
Industrial Engineering and ManagementCourse level
Second cycleAdvancement level
A1XCourse 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 statisticsIntended 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
| UPG1 | Assignments | 2 credits | U, G |
| TEN2 | Written examination | 4 credits | U, 3, 4, 5 |
Grades
Four-grade scale, LiU, U, 3, 4, 5Other information
Financial Risk Management, Financial Valutaion Methodology, Portfolio Management, Financial Optimisation
Department
Institutionen för ekonomisk och industriell utvecklingDirector of Studies or equivalent
Fredrik PerssonExaminer
Jörgen BlomvallEducation components
Preliminary scheduled hours: 28 hRecommended 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 |
|
|
|
|||
This tab contains public material from the course room in Lisam. The information published here is not legally binding, such material can be found under the other tabs on this page.
There are no files available for this course.