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.

Paper Information

Points: 30.0
Prerequisite(s): FINA412, FINA502 or FINA509
Internal assessment / examination: 100:0
Restriction(s): FINA519

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)

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 FINA529 for more details

Indicative Fees for Advanced Derivatives (FINA529)

Occurrence Domestic International
 Tuition Resource 
18T (HAM) $1898 $0 $6993
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 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.

Additional Information

Available Subjects:  Finance

Other available years: Advanced Derivatives - FINA529 (2017)

Paper details current as of : 11 July 2019 9:13am
Indicative fees current as of : 5 February 2019 5:10pm

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