15
500
B Trimester
Hamilton
FINA519
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.
Teaching Periods and Locations
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19B (HAM)
Hamilton, On-campus
19B (HAM)B Trimester :08 Jul 2019 - 03 Nov 2019HamiltonOn-campusPaper outline50% internal assessment, 50% examinations
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19B (HAM) Paper outline |
B Trimester : 08 Jul 2019 - 03 Nov 2019 |
Hamilton | On-campus | 50% internal assessment, 50% examinations |
If your paper outline is not linked below, try the previous year's version of this paper.
Timetabled lectures
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19B (HAM)
| Name | Day | Time | Room | Dates |
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| Lecture 1 | Thur | 3:00 PM - 5:00 PM | MSB.1.03, Hamilton | Jul 11 - Oct 13 |
| Lecture 2 *SEPT 11 ONLY | Wed | 3:00 PM - 5:00 PM | MSB.1.03, Hamilton | Sep 11 - Sep 15 |
Indicative Fees
You will be sent an enrolment agreement which will confirm your fees. Tuition fees shown are indicative only and may change. There are additional fees and charges related to enrolment - please see the Table of Fees and Charges for more information.
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| 19B (HAM) | $968 |
You will be sent an enrolment agreement which will confirm your fees. Tuition fees shown are indicative only and may change. There are additional fees and charges related to enrolment - please see the Table of Fees and Charges for more information.
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| 19B (HAM) | $3,671 |
You will be sent an enrolment agreement which will confirm your fees. Tuition fees shown are indicative only and may change. There are additional fees and charges related to enrolment - please see the Table of Fees and Charges for more information.
Available subjects
- Paper details current as of 1 Jun 2024 07:46am
- Indicative fees current as of 18 Nov 2024 01:20am