Unit name | Derivatives |
---|---|
Unit code | EFIM30028 |
Credit points | 10 |
Level of study | H/6 |
Teaching block(s) |
Teaching Block 2 (weeks 13 - 24) |
Unit director | Dr. Horvath |
Open unit status | Not open |
Pre-requisites |
EFIM30019 Financial Markets 50% in Corporate Finance summative assessment (EFIM20006) |
Co-requisites |
None |
School/department | School of Accounting and Finance - Business School |
Faculty | Faculty of Social Sciences and Law |
This unit introduces some of the most commonly traded and used financial derivatives: futures, forwards, swaps and options.
The unit covers
On successful completion of this unit a student will:
Teaching will be delivered through a combination of synchronous and asynchronous sessions including lectures, tutorials, drop-in sessions, discussion boards and other online learning opportunities
This unit will be assessed by 100% exam
Main textbook: Hull, J., Options, Futures and Other Derivative Securities, Prentice Hall (global edition)
Additional suitable textbooks:
Hull, J., Fundamentals of futures and options markets, Prentice Hall (latest edition)
McDonald, R.L., Derivatives Markets, Pearson International Edition (latest ed)