This paper lays the foundation for understanding risk management through the pricing and trading of futures and options contracts. The key concepts: hedging, no-arbitrage argument, and risk-neutral valuation will be explained and illustrated in the futures and option pricing models.

Teaching Periods and Locations


18B (HAM) Paper outline	B Trimester : 09 Jul 2018 - 04 Nov 2018	Hamilton	On-campus	50% internal assessment, 50% examinations

Timetabled lectures

18B (HAM)

Name	Day	Time	Room	Dates
Lecture 1	Tue	3:00 PM - 6:00 PM	-	Jul 10 - Oct 14

Visit the online timetable for this paper for more details

Indicative Fees

Domestic

International


18B (HAM)	$949

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.


18B (HAM)	$3,496

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

Finance

Additional information

Subject regulations

FINA502