UNSW Handbook Course - Derivatives and Risk Management Techniques

Derivatives and Risk Management Techniques - FINS5535


	Faculty: Faculty of Business
	School: School of Banking and Finance
	Course Outline: http://banking.web.unsw.edu.au/
	Campus: Kensington Campus
	Career: Postgraduate
	Units of Credit: 6
	EFTSL: 0.125 (more info)
	Contact Hours per Week: 3
	Enrolment Requirements:
	Prerequisite: FINS5513 or enrolment in program 8406.
	Fee Band: 2 (more info)
	Further Information: See Class Timetable

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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