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 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 modelling 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; and actuarial and accounting standards and ethics in relation to financial advice.
| Credit Points: | 4 |
| When Offered: | TBD - Not offered in the current year; next offering is to be determined |
| Staff Contact(s): | Actuarial staff |
| Prerequisites: |
Permission by special approval |
| Corequisites: | |
| NCCW(s): | |
| Unit Designation(s): | |
| Assessed As: | Graded |
| Offered By: | Department of Applied Finance and Actuarial Studies Faculty of Business and Economics |
Course structures, including unit offerings, are subject to change.
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