Course Details
Country:
Australia
Institution:
University of New South Wales
Course Title:
Options, Futures and Risk Management
Course Number:
FINS3635
Course Description:
An intermediate course on options, futures and techniques for managing asset risk. Topics covered include an overview of derivative securities, forward and futures contracts (on stock indices, investment and consumptive assets), options (on stocks, stock indices and futures), hedging positions in options and other derivative securities, binomial option pricing, risk-neutral valuation, the stochastic process followed by stocks, numerical techniques in option pricing, options on non-traded assets, exotic options and pricing biases.
Language:
English
Approved Equivalent:
FNAN 412
Attachment Files:
