FINC312-16S1 (C) Semester One 2016

Derivative Securities

15 points

Details:
Start Date: Monday, 22 February 2016
End Date: Sunday, 26 June 2016
Withdrawal Dates
Last Day to withdraw from this course:
  • Without financial penalty (full fee refund): Sunday, 6 March 2016
  • Without academic penalty (including no fee refund): Sunday, 22 May 2016

Description

An introduction to the use, analysis and pricing of derivative securities, including options, futures and swaps.

The purpose of the paper 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.

Learning Outcomes

  • Understand how markets for derivative products operate.
  • Be able to price and value various futures, forwards, swaps and basic options
  • Be able to use these products for speculative, hedging and arbitraging purposes.

Prerequisites

(1) FINC201, FINC203 and one of (MATH101 or MATH102 or MATH199); or (2) FINC201 and MATH103

Course Coordinator

Jedrzej Bialkowski

Assessment

Assessment Due Date Percentage 
Final Exam 60%
Mid-Term Test 40%

Course links

Course Outline

Indicative Fees

Domestic fee $759.00

International fee $3,125.00

* 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 FINC312 Occurrences

  • FINC312-16S1 (C) Semester One 2016
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