Derivatives and Risk Management Techniques - FINS5535
Faculty: UNSW Business School
School: School of Banking and Finance
Course Outline: FINS5535 Course Outline
Campus: Sydney
Career: Postgraduate
Units of Credit: 6
EFTSL: 0.12500 (more info)
Indicative Contact Hours per Week: 3
Enrolment Requirements:
Prerequisite:FINS5513 or enrolment in program 8406
CSS Contribution Charge: 3 (more info)
Tuition Fee: See Tuition Fee Schedule
Further Information: See Class Timetable
View course information for previous years.
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.
Study Levels
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