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|
|21B (HAM)||B Trimester : 12 Jul 2021 - 7 Nov 2021||Hamilton|
Timetabled Lectures for Derivatives (FINAN519)
|Thu||3:00 PM||5:00 PM||MSB.1.02||Jul 12 - Oct 17|
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 2020 paper outlines are available for FINAN519. Please contact the Faculty or School office for details on 2021 outlines.
Available Subjects: Finance
Paper details current as of : 14 June 2021 9:19am
Indicative fees current as of : 19 June 2021 4:30am