FINC312-11S1 (C) Semester One 2011

Derivative Securities

15 points

Details:
Start Date: Monday, 21 February 2011
End Date: Sunday, 26 June 2011
Withdrawal Dates
Last Day to withdraw from this course:
  • Without financial penalty (full fee refund): Friday, 4 March 2011
  • Without academic penalty (including no fee refund): Friday, 20 May 2011

Description

An introduction to the use, analysis and pricing of derivative securities, including options, futures and swaps.

Learning Outcomes

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.

Prerequisites

(1) FINC203: and (2) MATH102 RP: FINC201 and FINC205

Recommended Preparation

Lecturer

Michelle Li

Assessment

Assessment Due Date Percentage 
Final Exam 60%
Mid-Term Test 40%

Textbooks / Resources

Required Texts

Hull, John; Fundamentals of futures and options markets ; 7th ed; Prentice Hall, 2011.

Indicative Fees

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.

Limited Entry Course

Maximum enrolment is 75

For further information see Department of Economics and Finance .

All FINC312 Occurrences

  • FINC312-11S1 (C) Semester One 2011
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