12754 (v.2) Finance (Derivative Securities) 574

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Area:	School of Economics and Finance
Contact Hours:	3.0
Credits:	25.0
Lecture:	1 x 2 Hours Weekly
Tutorial:	1 x 1 Hours Weekly
Prerequisite(s):	11948 (v.2) Finance (Managerial) 512 or any previous version
Forward and future contracts, behaviour of share prices, Black-Scholes analysis, share options, options on stock indices, currency and future contracts, pricing derivative securities, hedging positions in options and other derivative securities, interestrate derivative securities, swaps and alternative to Black-Scholes option pricing.