Advanced Derivatives - FINA529 (2018)

FINA529 - 18T (HAM)

30.0 Points

This paper includes delta-hedging, basic numerical procedures, value at risk, GARCH (1,1) models, credit derivatives, interest rate derivatives, and real options. An empirical study on derivatives is required.

Prerequisite(s): FINA412, FINA502 or FINA509

Restriction(s): FINA519

Internal assessment/examination ratio: 1:0

Timetabled Lectures

The Timetable for 2018 is not available.

Indicative Fees

Fees for 2018 are not yet available.

Paper Outlines

The following 2017 paper outlines are available for FINA529. Please contact the Faculty or School office for details on 2018 outlines.

Available Subjects:  Finance

Other available years: Advanced Derivatives - FINA529 (2017)

Paper details current as of : 25 September 2017 9:22am
Indicative fees current as of : 26 September 2017 4:30am

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