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
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20B (HAM)
Hamilton, On-campus20B (HAM)B Trimester :13 Jul 2020 - 08 Nov 2020HamiltonOn-campus100% internal assessment
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20B (HAM) Paper outline |
B Trimester : 13 Jul 2020 - 08 Nov 2020 |
Hamilton | On-campus | 100% internal assessment |
If your paper outline is not linked below, try the previous year's version of this paper.
Available subjects
Additional information
- Paper details current as of 2 Jun 2024 13:05pm
- Indicative fees current as of 13 Sep 2024 01:20am