You are currently viewing the 2018 version of this course. Change to 2019
- Review of Derivatives
- Futures and Forward
- Interest Rate Markets
- Using Derivatives in Portfolio Management
- Introduction to Binomial Trees
- Executive Stock Options and Options on Stock Indices, Currencies and Futures
- Greek Letters
- Credit Risk
- Credit Derivatives
- Derivatives Mishaps and Review
- Discussion forum/Discussion Board
- Online assignment submission
- Online Quizzes/Tests
- Printable format materials
- Online Assessment
In order to enrol in this subject, you must be accepted into one of the following degrees:
No special requirements
This subject was previously known as Risk Management and Financial Engineering.
This subject provides a detailed understanding of how derivative instruments are used to enhance returns and manage risks. The subject is practically oriented, encompassing quantitative theoretical developments, the application of pricing to the business environment, and the development of quantitative financial skills. Students will explore innovative financial products and financial processes in equities, currencies, interest rates and commodities along with complex risk management tools.
- Mid- Semester Test (Linked CLOs: 1 - 5) (20%)
- Group Assignment (Linked CLOs: 1 - 5) (30%)
- Final Exam (Linked CLOs: 1 - 5) (50%)
Textbook information is pending.