Overview
The course provides an overview of the most important classes of financial contracts that are traded either on exchanges of over-the counter between financial institutions and their clients. We discuss option of European and American style, futures contracts and forward contracts. The basic ideas of arbitrage pricing are studied in … For more content click the Read More button below.
Subsequently, we analyse the valuation and hedging of European and American options and general contingent claims. We also prove the so-called fundamental theorems of asset pricing for finite models of security markets which furnish a theoretical underpinning of the modern theory of derivatives pricing in stochastic models of security markets.
Delivery
Fully online - Standard (usually weekly or fortnightly)
Course Outline
To access course outline please visit below link (Please note that access to UNSW Canberra course outlines requires VPN):
Fees
Type | Amount |
---|---|
Commonwealth Supported Students (if applicable) | $516 |
Domestic Students | $4170 |
International Students | $5940 |
Pre-2019 Handbook Editions
Access past handbook editions (2018 and prior)