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.
Trimesters and Locations
|Occurrence Code||When taught||Where taught|
|18B (HAM)||B Trimester : 9 Jul 2018 - 4 Nov 2018||Hamilton|
The Timetable for 2018 is not available.
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 : 4 June 2020 9:20am
Indicative fees current as of : 4 June 2020 3:25pm