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
22B (HAM)B Trimester : 18 Jul 2022 - 13 Nov 2022 Hamilton

Timetabled Lectures

The Timetable for 2022 is not available.


Indicative Fees

Fees for 2022 are not yet available.


Paper Outlines

The following 2021 paper outlines are available for FINAN519. Please contact the Faculty or School office for details on 2022 outlines.

Additional Information

Available Subjects:  Finance

Other available years: Derivatives - FINAN519 (2021) , Derivatives - FINAN519 (2020) , Derivatives - FINAN519 (2019)

Paper details current as of : 16 September 2021 6:58pm
Indicative fees current as of : 21 September 2021 4:30am

This page has been reformatted for printing.