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.

Paper Information

Points: 15.0
Internal assessment / examination: 50:50
Restriction(s): FINA519

Trimesters and Locations

Occurrence Code When taught Where taught
19B (HAM)B Trimester : 8 Jul 2019 - 3 Nov 2019 Hamilton

Timetabled Lectures

The Timetable for 2019 is not available.


Indicative Fees for Derivatives (FINAN519)

Occurrence Domestic International
 Tuition Resource 
19B (HAM) $968 $3671
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 (FINAN519)

The following paper outlines are available for Derivatives (FINAN519).
If your paper occurrence is not listed contact the Faculty or School office.

Additional Information

Available Subjects:  Finance

Other available years: Derivatives - FINAN519 (2021) , Derivatives - FINAN519 (2020)

Paper details current as of : 22 January 2021 6:53pm
Indicative fees current as of : 23 January 2021 4:30am

This page has been reformatted for printing.