FINC612-25S1 (C) Semester One 2025

Derivatives Securities

15 points

Details:
Start Date: Monday, 17 February 2025
End Date: Sunday, 22 June 2025
Withdrawal Dates
Last Day to withdraw from this course:
  • Without financial penalty (full fee refund): Sunday, 2 March 2025
  • Without academic penalty (including no fee refund): Sunday, 11 May 2025

Description

This course provides an introduction to financial derivative securities. The main focus of the course will be on derivatives such as forwards, futures, swaps and options.The purpose of this course is to equip students with knowledge about these products, i.e., how they are priced, valued, and how they can be used for arbitraging, speculation and hedging purposes.

Prerequisites

(1) Subject to Approval in BCom(Hons) (Finance), MCom (Finance) or MAFE; and (2) FINC201; and (3) FINC203

Restrictions

Timetable 2025

Students must attend one activity from each section.

Lecture A
Activity Day Time Location Weeks
01 Monday 16:00 - 18:00 E5 Lecture Theatre
17 Feb - 6 Apr
28 Apr - 1 Jun
Tutorial A
Activity Day Time Location Weeks
01 Tuesday 16:00 - 17:00 Ernest Rutherford 141
24 Feb - 6 Apr
28 Apr - 1 Jun
02 Wednesday 12:00 - 13:00 Ernest Rutherford 140
24 Feb - 6 Apr
28 Apr - 1 Jun

Guest Lecturer

Ranghavendra Rau (Visiting Erskine Fellow)

Assessment

Assessment Due Date Percentage 
Assignment 10%
Final exam 50%
Group assignment 10%
Mid term test 30%

Indicative Fees

Domestic fee $1,130.00

* All fees are inclusive of NZ GST or any equivalent overseas tax, and do not include any programme level discount or additional course-related expenses.

For further information see Department of Economics and Finance .

All FINC612 Occurrences

  • FINC612-25S1 (C) Semester One 2025