UNSW Handbook Course - Derivatives and Risk Management Techniques

Derivatives and Risk Management Techniques - FINS5535

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Faculty: Faculty of Commerce and Economics

School: School of Banking and Finance

Contact:

Henker,Julia Lynne Kreisinger

Nguyen,Pascal

Campus: Kensington Campus

Career: Postgraduate

Units of Credit: 6

Contact Hours per Week: 3

Enrolment Requirements:

Prerequisite: FINS5513

Offered:

Session One

Session Two

Fee Band: 2

Description

Focuses on approaches to valuing standard and non-standard derivatives and on using derivatives for hedging. Theoretical, with some practical examples. Topics considered include: Forwards and futures pricing and hedging, swaps and swap valuation, numerical procedures for option pricing and hedge ratio calculation, continuous time (Black-Scholes) pricing of options and hedge ratio calculations, and introduction to exotic options.

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© The University of New South Wales (CRICOS Provider No.: 00098G), 2004-2011. The information contained in this Handbook is indicative only. While every effort is made to keep this information up-to-date, the University reserves the right to discontinue or vary arrangements, programs and courses at any time without notice and at its discretion. While the University will try to avoid or minimise any inconvenience, changes may also be made to programs, courses and staff after enrolment. The University may also set limits on the number of students in a course.