FINC612-21S1 (C) Semester One 2021

Derivatives Securities

15 points

Details:
Start Date: Monday, 22 February 2021
End Date: Sunday, 27 June 2021
Withdrawal Dates
Last Day to withdraw from this course:
  • Without financial penalty (full fee refund): Sunday, 7 March 2021
  • Without academic penalty (including no fee refund): Friday, 14 May 2021

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 2021

Students must attend one activity from each section.

Lecture A
Activity Day Time Location Weeks
01 Monday 09:00 - 11:00 A5 Lecture Theatre
22 Feb - 4 Apr
3 May - 6 Jun
Tutorial A
Activity Day Time Location Weeks
01 Thursday 14:00 - 15:00 Beatrice Tinsley 112
1 Mar - 4 Apr
26 Apr - 6 Jun
02 Thursday 15:00 - 16:00 Ernest Rutherford 460
1 Mar - 4 Apr
26 Apr - 6 Jun
03 Thursday 16:00 - 17:00 James Logie 105
1 Mar - 4 Apr
26 Apr - 6 Jun

Examination and Formal Tests

Test A
Activity Day Time Location Weeks
02 Wednesday 18:30 - 21:30 A1 Lecture Theatre
26 Apr - 2 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 $992.00

* 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

  • FINC612-21S1 (C) Semester One 2021