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.

Paper Information

Points: 15.0
Internal assessment / examination: 100:0
Restriction(s): FINA519

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)

DayStartEndRoomDates
Thu3:00 PM5:00 PMMSB.1.03Jul 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


Indicative Fees

Fees for 2020 are not yet available.


Paper Outlines

The following 2019 paper outlines are available for FINAN519. Please contact the Faculty or School office for details on 2020 outlines.

Additional Information

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

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