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.
|Internal assessment / examination:||100:0|
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.
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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 January 2021 6:53pm
Indicative fees current as of : 23 January 2021 4:30am