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 |
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Internal assessment / examination: | 100:0 |
Restriction(s): | FINA519 |
Trimesters and Locations
Occurrence Code | When taught | Where taught |
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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 | |
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Tuition | Resource | ||
20B (HAM) | $987 | $3744 |
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