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


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

19B (HAM)

Name	Day	Time	Room	Dates
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

Visit the online timetable for this paper for more details

Indicative Fees

Domestic

International


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.


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

Finance

Additional information

Subject regulations

FINAN519