FINC612-24S1 (C) Semester One 2024

Derivatives Securities

15 points

Details:
Start Date: Monday, 19 February 2024
End Date: Sunday, 23 June 2024
Withdrawal Dates
Last Day to withdraw from this course:
  • Without financial penalty (full fee refund): Sunday, 3 March 2024
  • Without academic penalty (including no fee refund): Sunday, 12 May 2024

Description

This course provides an introduction to financial derivative securities. The main focus of the course will be on derivatives such as forwards, futures, swaps and options.The purpose of this course is to equip students with knowledge about these products, i.e., how they are priced, valued, and how they can be used for arbitraging, speculation and hedging purposes.

Prerequisites

(1) Subject to Approval in BCom(Hons) (Finance), MCom (Finance) or MAFE; and (2) FINC201; and (3) FINC203

Restrictions

Timetable 2024

Students must attend one activity from each section.

Lecture A
Activity Day Time Location Weeks
01 Wednesday 11:00 - 13:00 E7 Lecture Theatre
19 Feb - 31 Mar
22 Apr - 2 Jun
Tutorial A
Activity Day Time Location Weeks
01 Tuesday 11:00 - 12:00 Meremere 526
26 Feb - 31 Mar
22 Apr - 2 Jun
02 Tuesday 12:00 - 13:00 Meremere 526
26 Feb - 31 Mar
22 Apr - 2 Jun

Examinations, Quizzes and Formal Tests

Test A
Activity Day Time Location Weeks
01 Friday 19:00 - 21:00 A3 Lecture Theatre
22 Apr - 28 Apr
02 Friday 19:00 - 21:00 E5 Lecture Theatre
22 Apr - 28 Apr

Course Coordinator

Jedrzej Bialkowski

Assessment

Assessment Due Date Percentage 
Assignment 10%
Final exam 50%
Group assignment 10%
Mid term test 30%

Indicative Fees

Domestic fee $1,066.00

* 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 FINC612 Occurrences

  • FINC612-24S1 (C) Semester One 2024