15

500

B Trimester

Hamilton

FINA519

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.

Teaching Periods and Locations

19B (HAM)
Paper outline
B Trimester :
08 Jul 2019 - 03 Nov 2019
Hamilton On-campus 50% internal assessment, 50% examinations

If your paper outline is not linked below, try the previous year's version of this paper.

Timetabled lectures and tutorials

19B (HAM)
Name Day Time Room Dates
Lecture 1 Thur 3:00 PM - 5:00 PM MSB.1.03, Hamilton Jul 11 - Oct 13
Lecture 2 *SEPT 11 ONLY Wed 3:00 PM - 5:00 PM MSB.1.03, Hamilton Sep 11 - Sep 15
Visit the online timetable for this paper for more details

Indicative Fees

  • You will be sent an enrolment agreement which will confirm your fees. Tuition fees shown are indicative only and may change. There are additional fees and charges related to enrolment - please see the Table of Fees and Charges for more information.

Domestic
International
19B (HAM) $968

You will be sent an enrolment agreement which will confirm your fees. Tuition fees shown are indicative only and may change. There are additional fees and charges related to enrolment - please see the Table of Fees and Charges for more information.

19B (HAM) $3,671

You will be sent an enrolment agreement which will confirm your fees. Tuition fees shown are indicative only and may change. There are additional fees and charges related to enrolment - please see the Table of Fees and Charges for more information.

Available subjects

Additional information

  • Paper details current as of 27 Jan 2024 16:51pm
  • Indicative fees current as of 21 May 2024 01:20am