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
20B (HAM)B Trimester : 13 Jul 2020 - 8 Nov 2020 Hamilton

Timetabled Lectures for Derivatives (FINAN519)

There are no timetabled lectures for FINAN519.

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 
20B (HAM) $987 $0 $3744
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 for Derivatives (FINAN519)

The following paper outlines are available for Derivatives (FINAN519).
If your paper occurrence is not listed contact the Faculty or School office.

Additional Information

Available Subjects:  Finance

Other available years: Derivatives - FINAN519 (2019)

Paper details current as of : 31 July 2020 9:24am
Indicative fees current as of : 4 June 2020 3:25pm

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