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

20B (HAM)
Paper outline
B Trimester :
13 Jul 2020 - 08 Nov 2020
Hamilton On-campus 100% internal assessment

If your paper outline is not linked below, try the previous year's version of this paper.

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.

Domestic
International
20B (HAM) $987

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.

20B (HAM) $3,744

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 17:41pm
  • Indicative fees current as of 18 Nov 2024 01:20am