FINC370-18S2 (C) Semester Two 2018

Special Topic: Energy Financing

15 points

Details:
Start Date: Monday, 16 July 2018
End Date: Sunday, 18 November 2018
Withdrawal Dates
Last Day to withdraw from this course:
  • Without financial penalty (full fee refund): Friday, 27 July 2018
  • Without academic penalty (including no fee refund): Friday, 12 October 2018

Description

This course introduces students to the manner by which energy corporations manage their business risk exposures, and the derivative securities which can be utilised for this purpose.

Learning Outcomes

  • 2. OUTCOMES
    Upon successful completion of this course, students should understand the:
  • Main terminology used in the industry
  • Formation of oil and gas prices
  • Linkage between physical and financial oil & gas markets
  • Role of financial markets as efficient conveyors of information and assessors of risk
  • Valuation and role of futures contracts and swap agreements
  • Principles of option and derivative-claim valuation, hedging and uses
  • Structuring, reverse engineering and valuation of OTC derivatives

Prerequisites

(1)  FINC201 (2)  FINC203 (3)  MATH101

Course Coordinators

Jedrzej Bialkowski and Ehud Ronn

Assessment

Assessment Due Date Percentage 
Final exam 50%
Problem sets 20%
Midterm test 30%

Indicative Fees

Domestic fee $790.00

International fee $3,350.00

* 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.

For further information see Department of Economics and Finance .

All FINC370 Occurrences

  • FINC370-18S2 (C) Semester Two 2018