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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

(Admission to MAppFin or MAppFin(Adv) or GradDipAppFin) and ECFS867 Prerequisite Information


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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