EF5050 - Derivatives and Risk Management | ||||||||||||
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* The offering term is subject to change without prior notice | ||||||||||||
Course Aims | ||||||||||||
This course aims to introduce the students to the use, pricing and hedging of basic financial derivatives such as futures, forwards, options and swaps and the principles of financial risk management. Upon completion of this course, students will be able to apply a variety of derivatives models; use options, futures contracts, and swaps to do arbitrage and to form hedging portfolios; and use derivative securities to manage the risk of financial assets. | ||||||||||||
Assessment (Indicative only, please check the detailed course information) | ||||||||||||
Continuous Assessment: 60% | ||||||||||||
Examination: 40% | ||||||||||||
Examination Duration: 2 hours | ||||||||||||
Detailed Course Information | ||||||||||||
EF5050.pdf | ||||||||||||
Useful Links | ||||||||||||
Department of Economics and Finance |