15
500
05 Nov 2018 - 16 Dec 2018
Hamilton
FINA412, FINA502 or FINA509
FINA529
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.
Teaching Periods and Locations
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18T (HAM)
Hamilton, On-campus
18T (HAM)05 Nov 2018 - 16 Dec 2018HamiltonOn-campusPaper outline100% internal assessment
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18T (HAM) Paper outline |
05 Nov 2018 - 16 Dec 2018 | Hamilton | On-campus | 100% internal assessment |
Timetabled lectures
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18T (HAM)
| Name | Day | Time | Room | Dates |
|---|---|---|---|---|
| Lecture 1 | Tue | 2:00 PM - 4:00 PM | - | Nov 6 - Dec 16 |
| Lecture 2 | Thur | 1:00 PM - 3:00 PM | - | Nov 8 - Dec 16 |
Indicative Fees
You will be sent an enrolment agreement which will confirm your fees. Tuition fees shown 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.
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|---|---|
| 18T (HAM) | $949 |
You will be sent an enrolment agreement which will confirm your fees. Tuition fees shown 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.
|
|
|
|---|---|
| 18T (HAM) | $3,496 |
You will be sent an enrolment agreement which will confirm your fees. Tuition fees shown 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.
Available subjects
Additional information
- Paper details current as of 31 May 2024 19:38pm
- Indicative fees current as of 13 Sep 2024 01:20am