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.

Paper Information

Points: 15.0
Prerequisite(s): FINA412, FINA502 or FINA509
Internal assessment / examination: 100:0
Restriction(s): FINA529

Semesters and Locations

Occurrence Code When taught Where taught
18T (HAM)T Semester : 5 Nov 2018 - 16 Dec 2018 Hamilton

Timetabled Lectures for Derivatives Two (FINA519)

DayStartEndRoomDates
Tue2:00 PM4:00 PMMSB.1.03Nov 5 - Dec 16
Thu1:00 PM3:00 PMMSB.1.20Nov 5 - Dec 16

NB:There may be other timetabled events for this paper such as tutorials or workshops.
Visit the online timetable for FINA519 for more details


Indicative Fees for Derivatives Two (FINA519)

Occurrence Domestic International
 Tuition Resource 
18T (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 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.

Additional Information

Available Subjects:  Economics | Finance

Other available years: Derivatives Two - FINA519 (2017)

Paper details current as of : 14 March 2019 12:17pm
Indicative fees current as of : 5 February 2019 5:10pm

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