INVE3000

INVE3000: Introduction to Derivative Securities

Business and Law

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About this Unit

This unit covers the theoretical foundations of derivative securities, financial forwards and futures, forward rate agreements (FRAs) and swaps, model-independent option valuation, geometric Brownian motion, Black-Scholes- Merton model, binomial model, option Greeks, and model risk. This unit also discusses the impact of quantum Fintech on derivatives market. This unit includes analyzing a business case study and use Eikon real derivatives market data to solve work integrated problems.

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Unit Details

Credits25

Contact Hours3 Weekly

Result TypeGrade/Mark

AreaSchool of Accounting, Economics and Finance (1277)

Field of Education081105 Investment and Securities

Handbook View Official Handbook Page →

Tuition Pattern

Lecture1 x 2 hours weekly
Tutorial1 x 1 hour weekly

Prerequisites

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Prerequisites group 2Select One

B-ACTUARAdmission into B-ACTUAR - Bachelor of Science (Actuarial Science)

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B-ACTUARAdmission into B-ACTUAR - Bachelor of Science (Actuarial Science)

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