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|
The Timetable for 2018 is not available.
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 : 16 October 2019 10:03am
Indicative fees current as of : 29 July 2019 3:04pm