Derivatives - FINAN519 (2019)
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.
|Internal assessment / examination:||50:50|
Trimesters and Locations
|Occurrence Code||When taught||Where taught|
|19B (HAM)||B Trimester : 8 Jul 2019 - 3 Nov 2019||Hamilton|
The Timetable for 2019 is not available.
Indicative Fees for Derivatives (FINAN519)
Paper Outlines for Derivatives (FINAN519)
The following paper outlines are available for Derivatives (FINAN519).
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Available Subjects: Finance
Paper details current as of : 22 October 2021 7:02pm
Indicative fees current as of : 23 October 2021 4:32am