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Overview

An intermediate course on options, futures and techniques for managing asset risk. Topics covered include an overview of derivative securities, forward and futures contracts (on stock indices, investment and consumptive assets), options (on stocks, stock indices and futures), hedging positions in options and other derivative securities, binomial option pricing, risk-neutral … For more content click the Read More button below.

Conditions for Enrolment

Prerequisite: FINS5513 or RISK5002 or RISK5003 or RISK5009 OR enrolment in program 8406

Delivery

Multimodal - Standard (usually weekly or fortnightly)

Fees

Pre-2019 Handbook Editions

Access past handbook editions (2018 and prior)