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Options, Futures and Risk Management - FINS3635
The Quad

 
Faculty: Australian School of Business
 
 
School:  School of Banking and Finance
 
 
Course Outline: http://banking.web.unsw.edu.au/
 
 
Campus: Kensington Campus
 
 
Career: Undergraduate
 
 
Units of Credit: 6
 
 
EFTSL: 0.12500 (more info)
 
 
Indicative Contact Hours per Week: 3
 
 
Enrolment Requirements:
 
 
Prerequisite: FINS2624
 
 
CSS Contribution Charge:Band 3 (more info)
 
 
Tuition Fee:See Tuition Fee Schedule
 
 
Further Information: See Class Timetable
 
 

Description

An intermediate course on options, futures and techniques for managing asset risk. Topics covered include an overview of derivative securities, forward and futures contracts (on stock indices, investment and consumptive assets), options (on stocks, stock indices and futures), hedging positions in options and other derivative securities, binomial option pricing, risk-neutral valuation, the stochastic process followed by stocks, numerical techniques in option pricing, options on non-traded assets, exotic options and pricing biases.

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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.