School / Prep
ENSEIRB-MATMECA
Internal code
EE8CE215
Description
To provide a general overview of how financial markets work, the different types of participants and the valuation of certain financial assets.
PLAN
Introduction to financial markets
Financial markets
The main financial instruments
Elements of financial market microstructure
Valuation of bonds
Valuation of equities
Valuation of derivatives (firm commitment and optional commitment)
Teaching hours
- CMLectures12h
Mandatory prerequisites
Present and future value of a flow sequence
Further information
Company - financial market
Bibliography
Le Saout, E., "Introduction aux Marchés Financiers", 3rd ed., Economica.
Berk, J., DeMarzo, P., (G. Capelle-Blancard, N. Couderac), "Finance d'entreprise", 3rd ed, Pearson.
Hull, J., (P. Roger, C. Henot, L. Deville), 2014, "Options, futures and other derivatives", 9th ed., Pearson.
McDonald, R., 2012, Derivatives markets", 3rd ed., Pearson.
Assessment of knowledge
Initial assessment / Main session - Tests
Type of assessment | Type of test | Duration (in minutes) | Number of tests | Test coefficient | Eliminatory mark in the test | Remarks |
---|---|---|---|---|---|---|
Integral Continuous Control | Continuous control | 1 |