FM322      Half Unit
Derivatives

This information is for the 2021/22 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 builds 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

There is no required textbook, but the following is an excellent reference: J Hull, "Options, Futures, and Other Derivatives"

Assessment

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

Course selection videos

Some departments have produced short videos to introduce their courses. Please refer to the course selection videos index page for further information.

Important information in response to COVID-19

Please note that during 2021/22 academic year some variation to teaching and learning activities may be required to respond to changes in public health advice and/or to account for the differing needs of students in attendance on campus and those who might be studying online. For example, this may involve changes to the mode of teaching delivery and/or the format or weighting of assessments. Changes will only be made if required and students will be notified about any changes to teaching or assessment plans at the earliest opportunity.

Key facts

Department: Finance

Total students 2020/21: 47

Average class size 2020/21: 28

Capped 2020/21: 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