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.
|Prerequisite(s):||FINA412, FINA502 or FINA509|
|Internal assessment / examination:||100:0|
Semesters and Locations
|Occurrence Code||When taught||Where taught|
|18T (HAM)||T Semester : Nov 05 - Dec 16, 2018||Hamilton|
Timetabled Lectures for Derivatives Two (FINA519)
|Mon||9:00 AM||11:00 AM||MSB.1.02||Nov 5 - Dec 16|
|Tue||9:00 AM||11:00 AM||MSB.1.02||Nov 5 - Dec 16|
NB:There may be other timetabled events for this paper such as tutorials or workshops.
Visit the online timetable for FINA519 for more details
Indicative Fees for Derivatives Two (FINA519)
Other available years: Derivatives Two - FINA519 (2017)
Paper details current as of : 21 May 2018 4:26pm
Indicative fees current as of : 5 June 2018 4:30am