Derivatives - FINAN519 (2020)
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|
Semesters and Locations
|Occurrence Code||When taught||Where taught|
|20B (HAM)||B Semester : 13 Jul 2020 - 8 Nov 2020||Hamilton|
Timetabled Lectures for Derivatives (FINAN519)
|Thu||3:00 PM||5:00 PM||MSB.1.03||Jul 13 - Oct 18|
NB:There may be other timetabled events for this paper such as tutorials or workshops.
Visit the online timetable for FINAN519 for more details
Fees for 2020 are not yet available.
The following 2019 paper outlines are available for FINAN519. Please contact the Faculty or School office for details on 2020 outlines.
Available Subjects: Finance
Other available years: Derivatives - FINAN519 (2019)
Paper details current as of : 16 October 2019 10:03am
Indicative fees current as of : 29 July 2019 3:04pm