Derivatives - FINAN519 (2019)
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:||50:50|
Semesters and Locations
|Occurrence Code||When taught||Where taught|
|19B (HAM)||B Semester : 8 Jul 2019 - 3 Nov 2019||Hamilton|
Timetabled Lectures for Derivatives (FINAN519)
|Thu||3:00 PM||5:00 PM||MSB.1.03||Jul 8 - Oct 13|
|Wed||3:00 PM||5:00 PM||MSB.1.03||Sep 9 - Sep 15|
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 for Derivatives (FINAN519)
Paper Outlines for Derivatives (FINAN519)
The following paper outlines are available for Derivatives (FINAN519).
If your paper occurrence is not listed contact the Faculty or School office.
Available Subjects: Finance
Paper details current as of : 11 July 2019 9:13am
Indicative fees current as of : 5 February 2019 5:10pm