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Derivatives and Risk Management Techniques - FINS5535 | |||||||||||||||||||||||||||||||||||||||||||||||
Description All students taking this course during Summer Term 2010/11 will be required to pay full tuition fees. This includes Commonwealth supported students who are studying at UNSW. Please see Australian School of Business courses - Summer Term fees 2010-11 for more information.
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. |