Derivatives and Risk Management Techniques - FINS5535

   
   
   
 
Campus: Kensington Campus
 
 
Career: Postgraduate
 
 
Units of Credit: 6
 
 
EFTSL: 0.12500 (more info)
 
 
Indicative Contact Hours per Week: 3
 
 
Enrolment Requirements:
 
 
Prerequisite: FINS5513 or enrolment in program 8406.
 
 
Fee Band: 3 (more info)
 
 
Further Information: See Class Timetable
 
 

Description


Focuses on approaches to valuing standard and non-standard derivatives and on using derivatives for hedging. Theoretical, with some practical examples. Topics considered include: Forwards and futures pricing and hedging, swaps and swap valuation, numerical procedures for option pricing and hedge ratio calculation, continuous time (Black-Scholes) pricing of options and hedge ratio calculations, and introduction to exotic options.