FINA519

Derivatives Two

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.

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.

Paper Information

Points: 15.0
Prerequisite(s): FINA412, FINA502 or FINA509
Restriction(s): FINA529
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)

DayStartEndRoomDates
Mon9:00 AM11:00 AMMSB.1.02Nov 5 - Dec 16
Tue9:00 AM11:00 AMMSB.1.02Nov 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)

Occurrence Domestic International
 Tuition Resource 
18T (HAM) $949 $0 $3496
You will be sent an enrolment agreement which will confirm your fees.
Tuition fees shown below are indicative only and may change. There are additional fees and charges related to enrolment - please see the Table of Fees and Charges for more information.

Paper Outlines

The following 2017 paper outlines are available for FINA519. Please contact the Faculty or School office for details on 2018 outlines.

Additional Information

Available Subjects:  Finance | Economics

Other available years: Derivatives Two - FINA519 (2017)

Paper details current as of : 30 November 2017 2:01pm
Indicative fees current as of : 13 December 2017 4:30am

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