UWA Handbook 2017

Unit details

FINA4463 Advanced Derivatives

Credit 6 points
(see Timetable)
Not available in 2017UWA (Perth)Face to face
Details for undergraduate courses
  • Honours option in Finance [Bachelor of Commerce (Honours)]
Content This is a continuous time finance unit for advanced honours or postgraduate students. The goal is to give students a solid mathematical and finance grounding in option pricing and term structure models in continuous time framework. Topics include Brownian motion and stochastic integration before the study of other important topics of continuous time finance.
Outcomes Students are able to (1) access the core academic literature in the field of global/international business; (2) understand and evaluate the business, policy and social contexts framing global business practice and operation; (3) critically evaluate the effect of global and local issues on global business; (4) identify, develop and communicate appropriate management strategies in managing and practising global business; and (5) demonstrate an awareness of social and ethical issues influencing global business.
Assessment Assessment information is provided in the unit outline.

Supplementary assessment is not available in this unit.
Unit rules
Prerequisites: FINA3306 Derivative Strategies and Pricing
Contact hours lectures/tutorials/seminars/workshops: up to 3 hours per week

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