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.
|Internal assessment / examination:||100:0|
Trimesters and Locations
|Occurrence Code||When taught||Where taught|
FINAN519-24B (HAM) have been cancelled. Please contact the School or Faculty Office for more information.
|24B (HAM)||B Trimester : 8 Jul 2024 - 3 Nov 2024||Hamilton|
|FINAN519-24B (HAM) is offered in FLEXI mode. For those taking the paper online, please note there are some elements that require students to be online at specified times.|
Timetabled Lectures for Derivatives (FINAN519)
There are no timetabled lectures for 2024 occurrences of FINAN519 in 2024.
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)
|Fees Not Available|
The following 2023 paper outlines are available for FINAN519. Please contact the Faculty or School office for details on 2024 outlines.
Available Subjects: Finance
Paper details current as of : 29 November 2023 7:52pm
Indicative fees current as of : 30 November 2023 4:32am