FM322      Half Unit
Derivatives

This information is for the 2019/20 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 (FM213), Mathematical Methods (MA100) and Elementary Statistical Theory (ST102)

Course content

This course will build on “Principles of Finance” 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 written work for classes and to make positive contributions to class discussion.

Indicative reading

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

Assessment

Exam (90%, duration: 2 hours) in the summer exam period.
Coursework (10%) in the LT.

Key facts

Department: Finance

Total students 2018/19: 30

Average class size 2018/19: 30

Capped 2018/19: No

Value: Half Unit

Guidelines for interpreting course guide information

Personal development skills

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