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.

Teaching Periods and Locations


21B (HAM) Paper outline	B Trimester : 12 Jul 2021 - 07 Nov 2021	Hamilton	On-campus	100% internal assessment

If your paper outline is not linked below, try the previous year's version of this paper.

Timetabled lectures and tutorials

21B (HAM)

Name	Day	Time	Room	Dates
Lecture 1	Thur	3:00 PM - 5:00 PM	MSB.1.02, Hamilton	Jul 15 - Oct 17

Visit the online timetable for this paper for more details

Indicative Fees

Domestic

International


21B (HAM)	$998

You will be sent an enrolment agreement which will confirm your fees. Tuition fees shown 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.


21B (HAM)	$3,857

You will be sent an enrolment agreement which will confirm your fees. Tuition fees shown 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.

Available subjects

Finance

Additional information

Subject regulations

FINAN519