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 |
|---|---|---|
| 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)
| Day | Start | End | Room | Dates |
|---|---|---|---|---|
| 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)
| Occurrence | Domestic | International | |
|---|---|---|---|
| Tuition | Resource | ||
| 23B (HAM) | $1043 | $4261 | |
Paper Outlines
The following 2022 paper outlines are available for FINAN519. Please contact the Faculty or School office for details on 2023 outlines.
Additional Information
Available Subjects: Finance
Other available years: Derivatives - FINAN519 (2022) , Derivatives - FINAN519 (2021) , Derivatives - FINAN519 (2020) , Derivatives - FINAN519 (2019)
Paper details current as of : 7 June 2023 9:03am
Indicative fees current as of : 9 June 2023 4:30am