2010 Course Handbook
ECFS882: Exotic Options
This unit covers many types of exotic options, including average rate options, used often in the commodity markets, and barrier options, common in the foreign exchange markets. Others include: basket options; reset, shout and compound options; two-asset options including spread options; and quantos. We cover product descriptions, motivations, trading risks, pricing methods and hedging techniques.
Prior to this unit students must have completed ECFS865, ECFS867 and ECFS868, with an SNG of at least 60 in two of these units.
| Credit Points: | 2 |
| Contact Hours: | -- |
| When Offered: |
E1 - Evening; Offered in the first half-year
E2 - Evening; Offered in the second half-year |
| Staff Contact: | Ms Catriona March |
| Prerequisites: | (Admission to Master of Applied Finance or Postgraduate Certificate in Applied Finance) and (ECFS865 and ECFS867 and ECFS868 with SNG of at least 60 in two of these units) |
| Corequisites: | |
| NCCWs: | |
| Unit Designations: | -- |
| Assessed As: | Graded |
| Offered By: |
Department of Applied Finance and Actuarial Studies Faculty of Business and Economics |