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EF4420 - Derivatives Analysis and Advanced Investment Strategies

Offering Academic Unit
Department of Economics and Finance
Credit Units
3
Course Duration
One Semester
Pre-requisite(s)
Exclusive Courses:
Course Offering Term*:
Not offering in current academic year

* The offering term is subject to change without prior notice
 
Course Aims

This course aims to develop students’ ability to analyse derivative instruments and markets and use options, futures contracts and swaps to do hedging, arbitrage and risk management. Key topics include forward and futures contracts, forwards pricing, interest rate and currency swap, option contracts, Option pricing (binomial tree, risk neutral method, Black-Scholes-Merton model), and Greeks and hedging. Through periodic assignments as well as lectures, students will learn how to price derivatives.


Assessment (Indicative only, please check the detailed course information)

Continuous Assessment: 50%
Examination: 50%
Examination Duration: 2 hours
 
Detailed Course Information

EF4420.pdf

Useful Links

Department of Economics and Finance