Not available in 2016/17
FM322      Half Unit
Derivatives

This information is for the 2016/17 session.

Teacher responsible

Dr Rohit Rahi

Availability

This course is compulsory on the BSc in Finance. This course is not available as an outside option nor to General Course students.

Pre-requisites

Students must have completed Principles of Finance (FM212), Mathematical Methods (MA100) and Elementary Statistical Theory (ST102)

Course content

This course will build on “Principles of Financial Markets” to study the theoretical foundations of financial derivatives on a variety of underlying assets including bonds, stocks, commodities, and currencies.

Teaching

20 hours of lectures and 10 hours of classes in the LT.

Formative coursework

Students will be expected to produce 10 problem sets in the LT.

Indicative reading

J Hull, "Options, Futures, and Other Derivatives"

Assessment

Exam (100%, duration: 1 hour and 30 minutes) in the main exam period.

Key facts

Department: Finance

Total students 2015/16: Unavailable

Average class size 2015/16: Unavailable

Capped 2015/16: No

Value: Half Unit

Guidelines for interpreting course guide information

PDAM skills

  • Problem solving
  • Application of information skills
  • Application of numeracy skills
  • Commercial awareness