FINAN519

Derivatives

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
Internal assessment / examination: 100:0
Restriction(s): FINA519

Trimesters and Locations

Occurrence Code When taught Where taught
21B (HAM)B Trimester : 12 Jul 2021 - 7 Nov 2021 Hamilton

Timetabled Lectures for Derivatives (FINAN519)

DayStartEndRoomDates
Thu3:00 PM5:00 PMMSB.1.02Jul 12 - Oct 17

NB:There may be other timetabled events for this paper such as tutorials or workshops.
Visit the online timetable for FINAN519 for more details


Indicative Fees for Derivatives (FINAN519)

Occurrence Domestic International
 Tuition Resource 
21B (HAM) $998 $0 $3857
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 2020 paper outlines are available for FINAN519. Please contact the Faculty or School office for details on 2021 outlines.

Additional Information

Available Subjects:  Finance

Other available years: Derivatives - FINAN519 (2020) , Derivatives - FINAN519 (2019)

Paper details current as of : 26 November 2020 8:48am
Indicative fees current as of : 28 November 2020 4:32am

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