Options, Futures and Risk Management - FINS3635

Faculty: UNSW Business School

School: School of Banking and Finance

Course Outline: FINS3635 Course Outline

Campus: Sydney

Career: Undergraduate

Units of Credit: 6

EFTSL: 0.12500 (more info)

Indicative Contact Hours per Week: 3

Enrolment Requirements:

Prerequisite: FINS2624

CSS Contribution Charge: 3 (more info)

Tuition Fee: See Tuition Fee Schedule

Further Information: See Class Timetable

View course information for previous years.


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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