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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 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

Permission by special approval Prerequisite Information


Unit Designation(s):



Assessed As: Graded
Offered By:

Department of Actuarial Studies and Business Analytics

Faculty of Business and Economics

Course structures, including unit offerings, are subject to change.
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