FINA529

Advanced Derivatives

2020
This paper is not offered for 2020

For previous occurrences, try the 2019 version of this year.

30

500

FINA412, FINA502 or FINA509

FINA519

This paper includes delta-hedging, basic numerical procedures, value at risk, GARCH (1,1) models, credit derivatives, interest rate derivatives, and real options. An empirical study on derivatives is required.

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