This paper aims to enhance students' ability to understand and analyse derivatives beyond simple futures and options. Major topics include Black-Scholes model, delta-hedging, portfolio insurance, basic numerical procedures, value at risk, GARCH conditional volatility models, credit derivatives, interest rate derivatives and real options.
|Internal assessment / examination:||100:0|
Trimesters and Locations
|Occurrence Code||When taught||Where taught|
|21B (HAM)||B Trimester : 12 Jul 2021 - 7 Nov 2021||Hamilton|
The Timetable for 2021 is not available.
Fees for 2021 are not yet available.
The following 2020 paper outlines are available for FINAN519. Please contact the Faculty or School office for details on 2021 outlines.
Available Subjects: Finance
Paper details current as of : 16 September 2020 9:11am
Indicative fees current as of : 4 June 2020 3:25pm