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 for Derivatives (FINAN519)
There are no timetabled lectures for 2020 occurrences of FINAN519 in 2020.
NB:There may be other timetabled events for this paper such as tutorials or workshops.
Visit the online timetable for FINAN519 for more details
Indicative Fees for Derivatives (FINAN519)
| Occurrence | Domestic | International | |
|---|---|---|---|
| Tuition | Resource | ||
| 20B (HAM) | $987 | $3744 | |
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 (2019)
Paper details current as of : 9 July 2021 3:44pm
Indicative fees current as of : 31 July 2021 4:30am