Use the Tab and Up, Down arrow keys to select menu items.
An introduction to the use, analysis and pricing of derivative securities, including options, futures and swaps.
Upon successful completion, students should be able to:Understand how markets for derivative products operate.Be able to price and value various futures, forwards, swaps and basic options.Be able to use these products for speculative, hedging and arbitraging purposes.
(1) FINC203: and (2) MATH102 RP: FINC201 and FINC205
FINC201 and FINC205
Michelle Li
Hull, John; Fundamentals of futures and options markets ; 7th ed; Prentice Hall, 2011.
Domestic fee $630.00
International fee $2,775.00
* All fees are inclusive of NZ GST or any equivalent overseas tax, and do not include any programme level discount or additional course-related expenses.
Maximum enrolment is 75
For further information see Department of Economics and Finance .