Derivatives - FINAN519 (2020)

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: 100:0
Restriction(s): FINA519

Trimesters and Locations

Occurrence Code When taught Where taught
20B (HAM)B Trimester : 13 Jul 2020 - 8 Nov 2020 Hamilton

Timetabled Lectures

The Timetable for 2020 is not available.


Indicative Fees for Derivatives (FINAN519)

Occurrence Domestic International
 Tuition Resource 
20B (HAM) $987 $3744
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

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 (2024) , Derivatives - FINAN519 (2023) , Derivatives - FINAN519 (2022) , Derivatives - FINAN519 (2021) , Derivatives - FINAN519 (2019)

Paper details current as of : 22 March 2024 8:11pm
Indicative fees current as of : 29 March 2024 4:32am

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