Derivative Securities One - FINA502 (2018)
This paper lays the foundation for understanding risk management through the pricing and trading of futures and options contracts. The key concepts: hedging, no-arbitrage argument, and risk-neutral valuation will be explained and illustrated in the futures and option pricing models.
Semesters and Locations
|Occurrence Code||When taught||Where taught|
|18B (HAM)||B Semester : 9 Jul 2018 - 4 Nov 2018||Hamilton|
Timetabled Lectures for Derivative Securities One (FINA502)
|Tue||3:00 PM||6:00 PM||S.G.02||Jul 9 - Oct 14|
NB:There may be other timetabled events for this paper such as tutorials or workshops.
Visit the online timetable for FINA502 for more details
Indicative Fees for Derivative Securities One (FINA502)
Paper Outlines for Derivative Securities One (FINA502)
The following paper outlines are available for Derivative Securities One (FINA502).
If your paper occurrence is not listed contact the Faculty or School office.
Available Subjects: Finance
Other available years: Derivative Securities One - FINA502 (2017)
Paper details current as of : 18 June 2019 9:47am
Indicative fees current as of : 5 February 2019 5:10pm