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An introduction to the use, analysis and pricing of derivative securities, including options, futures and swaps.
The purpose of the paper 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.
Understand how markets for derivative products operate.Be able to price and value various futures, forwards, swaps and basic optionsBe able to use these products for speculative, hedging and arbitraging purposes.
This course will provide students with an opportunity to develop the Graduate Attributes specified below:
Critically competent in a core academic discipline of their award
Students know and can critically evaluate and, where applicable, apply this knowledge to topics/issues within their majoring subject.
Employable, innovative and enterprising
Students will develop key skills and attributes sought by employers that can be used in a range of applications.
Engaged with the community
Students will have observed and understood a culture within a community by reflecting on their own performance and experiences within that community.
(1) FINC201; and (2) MATH101 orMATH102 orMATH199
FINC203 or MATH103
Students must attend one activity from each section.
Domestic fee $822.00
International fee $3,688.00
* Fees include New Zealand GST and do not include any programme level discount or additional course related expenses.
For further information see
Department of Economics and Finance.