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|
|23B (HAM)||B Trimester : 10 Jul 2023 - 5 Nov 2023||Hamilton|
|FINAN519-23B (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)
|Thu||3:00 PM||5:00 PM||MSB.1.02||Jul 10 - Oct 15|
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)
The following 2022 paper outlines are available for FINAN519. Please contact the Faculty or School office for details on 2023 outlines.
Available Subjects: Finance
Paper details current as of : 2 February 2023 8:51am
Indicative fees current as of : 7 February 2023 4:30am