Faculty: Krzysztof Jajuga


The course addresses the issues in writing doctoral thesis in Finance.

The main objective is to present to students contemporary state of research in Financial Markets from the point of view of possible doctoral theses.

Course organization and administration

The course is organized in one, 8-hours- session that deal with main contemporary problems in the area of Financial Instruments

The session will combine the lecture with class discussion.

Required texts/readings

50% of the readings should be devoted to contemporary research in the field described in the doctoral course title

  1. Hull J.C. – Options, futures and other derivatives, 6th edition, Prentice-Hall, 2006.
  2. Reilly F., Brown K.C. – Investment analysis and portfolio management, 7th edition, Dryden Press, 2006.
  3. Papers assigned during course.

Course Requirements and evaluation:

  1. Adequate preparation for, attendance and participation in the session – 25%.
  2. Final exam – 75%

Course schedule (10 hours)

Lecture 1

Duration: 2 hours
Literature/readings: Reilly, Brown

Lecture 2

Duration: 2 hours
Literature/readings: Hull

Lecture 3

Duration: 2 hours
Literature/readings: Reilly, Brown

Lecture 4

Duration: 1 hours
Literature/readings: Reilly, Brown

Lecture 5

Duration: 1 hours
Literature/readings: Hull

Total: 8 hours

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