Advanced Derivatives - FINA529 (2018)
FINA529 - 18T (HAM)
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.
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 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