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.

Paper Information

Points: 15.0
Internal assessment / examination: 50:50
Restriction(s): FINA412, FINA529

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)

DayStartEndRoomDates
Tue3:00 PM6:00 PMS.G.02Jul 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)

Occurrence Domestic International
 Tuition Resource 
18B (HAM) $949 $0 $3496
You will be sent an enrolment agreement which will confirm your fees.
Tuition fees shown below 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.

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.

Additional Information

Available Subjects:  Finance

Other available years: Derivative Securities One - FINA502 (2017)

Paper details current as of : 16 August 2019 9:46am
Indicative fees current as of : 29 July 2019 3:04pm

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