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. |