Derivatives - FINAN519 (2022)
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|
|22B (HAM)||B Trimester : 18 Jul 2022 - 13 Nov 2022||Hamilton|
Timetabled Lectures for Derivatives (FINAN519)
|Thu||3:00 PM||5:00 PM||MSB.1.02||Jul 18 - Oct 23|
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)
|Fees Not Available|
The following 2021 paper outlines are available for FINAN519. Please contact the Faculty or School office for details on 2022 outlines.
Available Subjects: Finance
Paper details current as of : 20 October 2021 9:21am
Indicative fees current as of : 20 October 2021 9:20am