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 | |
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 (2023) , Derivatives - FINAN519 (2022) , Derivatives - FINAN519 (2021) , Derivatives - FINAN519 (2019)
Paper details current as of : 21 March 2023 10:02am
Indicative fees current as of : 24 March 2023 4:30am