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Financial Derivatives Management - ACST873
This unit covers the valuation and hedging of financial derivatives and their applications to investment and finance, from a mathematical finance perspective. Topics covered include: the features of and uses of financial derivatives; stochastic processes, stochastic calculus and martingale methods, the PDE approach to derivative pricing, statistical theory and modeling framework for pricing and management, the Black Scholes Framework, standard financial derivatives; exotic options; applications to executive remuneration and corporate finance, interest rate derivatives; managing financial risks; measuring and managing risk and capital; numerical methods and spreadsheet implementation. Actuarial and Accounting standards and ethics in relation to financial advice.
| Credit Points: | 4 |
| When Offered: | X1 - External study; Offered in Session 1 |
| Staff Contact(s): | Dr Tim Kyng |
| Prerequisites: |
Permission of Executive Dean of Faculty |
| Corequisites: | |
| NCCW(s): | ACST828, ACCG806 |
| Unit Designation(s): | |
| Assessed As: | Graded |
| Offered By: | Department of Applied Finance and Actuarial Studies Faculty of Business and Economics |
Timetable Information
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