Derivatives Two - FINA519 (2018)
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.
|Prerequisite(s):||FINA412, FINA502 or FINA509|
|Internal assessment / examination:||100:0|
Semesters and Locations
|Occurrence Code||When taught||Where taught|
|18T (HAM)||T Semester : 5 Nov 2018 - 16 Dec 2018||Hamilton|
The Timetable for 2018 is not available.
Indicative Fees for Derivatives Two (FINA519)
Paper Outlines for Derivatives Two (FINA519)
The following paper outlines are available for Derivatives Two (FINA519).
If your paper occurrence is not listed contact the Faculty or School office.
Other available years: Derivatives Two - FINA519 (2017)
Paper details current as of : 20 January 2020 2:00pm
Indicative fees current as of : 12 November 2019 11:10am