12754 (v.2) Finance (Derivative Securities) 574
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
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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. |
Year | Location | Period | Internal | Area External | Central External | 2003 | Bentley Campus | Semester 1 | Y | | Y | 2003 | Bentley Campus | Semester 2 | Y | | Y | 2003 | Bentley Campus | Summer Period | Y | | | 2003 | Open University HK | Trimester 1A | Y | | | 2003 | Open University HK | Trimester 2A | Y | | | 2003 | S'pore HR Institute | Trimester 3A | Y | | | |
Current as of: October 30, 2003 13:11:55
CRICOS provider code 00301J