Derivatives Two - FINA519 (2018)
FINA519 - 18T (HAM)
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 ratio: 1:0
The Timetable for 2018 is not available.
Fees for 2018 are not yet available.
The following 2017 paper outlines are available for FINA519. Please contact the Faculty or School office for details on 2018 outlines.
Other available years: Derivatives Two - FINA519 (2017)
Paper details current as of : 20 September 2017 4:40pm
Indicative fees current as of : 21 September 2017 4:30am