10820 (v.2) Finance (Derivative Securities) 312
Area: | School of Economics and Finance |
Contact Hours: | 3.0 |
Credits: | 25.0 |
Seminar: | 1 x 3 Hours Weekly |
Prerequisite(s): | 2807 (v.4) Finance (Managerial) 212 or any previous version
OR
12607 (v.2) Finance (Principles) 215 or any previous version
|
Forward and futures 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, interest rate derivative securities, swaps and alternative to Black-Scholes to option pricing. |