FINC612-19S1 (C) Semester One 2019

Derivatives Securities

15 points
18 Feb 2019 - 23 Jun 2019

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.

Pre-requisites

(1) Subject to approval of the Head of Department (2) FINC201 (3) MATH102

Restrictions

Timetable 2019

Students must attend one activity from each section.

Lecture A
Activity Day Time Location Weeks
01 Tuesday 14:00 - 16:00 A5 Lecture Theatre 18 Feb - 7 Apr
29 Apr - 2 Jun
Tutorial A
Activity Day Time Location Weeks
01 Wednesday 11:00 - 12:00 Jack Erskine 244 25 Feb - 7 Apr
29 Apr - 2 Jun
02 Wednesday 10:00 - 11:00 E12 25 Feb - 7 Apr
29 Apr - 2 Jun

Examination and Formal Tests

Test A
Activity Day Time Location Weeks
01 Wednesday 18:30 - 21:00 E7 Lecture Theatre 29 Apr - 5 May

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 $962.00

* 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.

All FINC612 Occurrences

  • FINC612-19S1 (C) Semester One 2019