Area: |
School of Economics and Finance |
Credits: |
25.0 |
Contact Hours: |
3.0 |
| |
| ** The tuition pattern below provides details of the types of classes and their duration. This is to be used as a guide only. For more precise information please check your unit outline. ** |
| |
Lecture: |
1 x 2 Hours Weekly |
Tutorial: |
1 x 1 Hours Weekly |
Prerequisite(s): |
11948 (v.2) Finance (Managerial) 512 or any previous version
|
| |
Syllabus: |
Theoretical foundations of derivative securities, financial forwards and futures, FRAs and interest rate swaps, introduction to options, Black-Scholes greeks, Black-Scholes European option pricing, Binomial American option pricing, other greeks, term structure of volatility, strike structure of volatility, exotic options and structured products. The course is structured into three main modules - futures, swaps and options. |
| |
| ** To ensure that the most up-to-date information about unit references, texts and outcomes appears, they will be provided in your unit outline prior to commencement. ** |
| |
Field of Education: |
81105 Investment and Securities |
HECS Band (if applicable): |
2 |
|
Extent to which this unit or thesis
utilises online information: |
Not Online |
Result Type: |
Grade/Mark |
|
Availability |
| Year |
Location |
Period |
Internal |
Area External |
Central External |
| 2004 |
Bentley Campus |
Semester 1 |
Y |
|
Y |
| 2004 |
Bentley Campus |
Semester 2 |
Y |
|
Y |
| 2004 |
Open University HK |
Trimester 1A |
Y |
|
|
| 2004 |
Open University HK |
Trimester 3A |
Y |
|
|
Area
External |
refers to external course/units run by the School or Department, offered online or through Web CT, or offered by research. |
Central
External | refers to external course/units run through the Curtin Bentley-based Distance Education Area |
|
