Derivatives Valuation - ECFS881
This unit deals with important quantitative issues for derivatives market participants. The aim is to extend the student's understanding of derivatives valuation. This unit will cover a variety of models and techniques and applies them to value a variety of derivative products including Equity, Foreign Exchange and Interest Rate derivatives. Teaching uses both lectures and hands-on sessions with computer software.
| Credit Points: | 2 |
| When Offered: | AFC Term 4 City - Applied Finance Centre, City Campus, September to December |
| Staff Contact(s): | Dr Rob Trevor |
| Prerequisites: |
(Admission to MAppFin or MAppFin(Adv) or GradDipAppFin) and ECFS867 |
| Corequisites: | |
| NCCW(s): | |
| Unit Designation(s): | |
| Assessed As: | Graded |
| Offered By: | Department of Applied Finance Faculty of Business and Economics |
Course structures, including unit offerings, are subject to change.
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