Advanced Derivatives - FINA529 (2018)
This paper includes delta-hedging, basic numerical procedures, value at risk, GARCH (1,1) models, credit derivatives, interest rate derivatives, and real options. An empirical study on derivatives is required.
|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|
Timetabled Lectures for Advanced Derivatives (FINA529)
|Tue||2:00 PM||4:00 PM||MSB.1.03||Nov 5 - Dec 16|
|Thu||1:00 PM||3:00 PM||MSB.1.20||Nov 5 - Dec 16|
NB:There may be other timetabled events for this paper such as tutorials or workshops.
Visit the online timetable for FINA529 for more details
Indicative Fees for Advanced Derivatives (FINA529)
Paper Outlines for Advanced Derivatives (FINA529)
The following paper outlines are available for Advanced Derivatives (FINA529).
If your paper occurrence is not listed contact the Faculty or School office.
Available Subjects: Finance
Other available years: Advanced Derivatives - FINA529 (2017)
Paper details current as of : 21 January 2019 10:14am
Indicative fees current as of : 14 November 2018 10:11am