This paper includes delta-hedging, basic numerical procedures, value at risk, GARCH (1,1) models, credit derivatives, interest rate derivatives, and real options. An empirical study on derivatives is required.

Teaching Periods and Locations


18T (HAM) Paper outline	05 Nov 2018 - 16 Dec 2018	Hamilton	On-campus	100% internal assessment

Timetabled lectures

18T (HAM)

Name	Day	Time	Room	Dates
Lecture 1	Tue	2:00 PM - 4:00 PM	-	Nov 6 - Dec 16
Lecture 2	Thur	1:00 PM - 3:00 PM	-	Nov 8 - Dec 16

Visit the online timetable for this paper for more details

Indicative Fees

Domestic

International


18T (HAM)	$1,898

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.


18T (HAM)	$6,993

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

FINA529