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 |
|---|
FINAN519-24B (HAM) have been cancelled. Please contact the School or Faculty Office for more information.
Cancelled Occurrences
| Cancelled Occurrences | ||
|---|---|---|
| 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)
| Occurrence | Domestic | International | |
|---|---|---|---|
| Tuition | Resource | ||
| Fees Not Available | |||
Paper Outlines
The following 2023 paper outlines are available for FINAN519. Please contact the Faculty or School office for details on 2024 outlines.
Additional Information
Available Subjects: Finance
Other available years: Derivatives - FINAN519 (2023) , Derivatives - FINAN519 (2022) , Derivatives - FINAN519 (2021) , Derivatives - FINAN519 (2020) , Derivatives - FINAN519 (2019)
Paper details current as of : 29 November 2023 7:52pm
Indicative fees current as of : 30 November 2023 4:32am