FINC612-20S1 (C) Semester One 2020

Derivatives Securities

15 points

Details:
Start Date: Monday, 17 February 2020
End Date: Sunday, 21 June 2020
Withdrawal Dates
Last Day to withdraw from this course:
  • Without financial penalty (full fee refund): Friday, 28 February 2020
  • Without academic penalty (including no fee refund): Friday, 29 May 2020

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

Restrictions

Timetable 2020

Students must attend one activity from each section.

Lecture A
Activity Day Time Location Weeks
01 Thursday 11:00 - 13:00 - (23/4-28/5)
E7 Lecture Theatre (20/2-19/3)
17 Feb - 22 Mar
20 Apr - 31 May
Tutorial A
Activity Day Time Location Weeks
01 Monday 12:00 - 13:00 24 Feb - 29 Mar
20 Apr - 26 Apr
4 May - 31 May
02 Wednesday 12:00 - 13:00 24 Feb - 29 Mar
20 Apr - 31 May

Examination and Formal Tests

Test A
Activity Day Time Location Weeks
01 Tuesday 18:30 - 20:30 27 Apr - 3 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 $982.00

* 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

  • FINC612-20S1 (C) Semester One 2020