Options futures and risk management unsw
fins3635 textbook notes options futures and risk management fins3635 chapter derivative is financial instrument whose value depends on or derives from the. Sign in Register; Hide. FINS3635 Notes Weeks 1-6. Notes for the first 6 weeks of the course. University. University of New South Wales. Course. Options, Futures and Risk Management FINS3635 This course has FINS2624 (Portfolio Management) as a prerequisite. Some of the topics discussed in FINS3635 (Options, Futures, and Risk Management) may benefit students taking FINS3636, but FINS3635 is not a prerequisite. We have attempted to keep overlap between the two courses to a minimum. Develop working knowledge on the use of derivatives in risk management Provide necessary skills to value options and futures. This course is introductory in nature. It does, however, assume a working knowledge of finance concepts, including time value of money, and of higher mathematics, including probability distribution and calculus. UNSW Futures. The UNSW Futures initiative provides a framework for facilitating cross-faculty and cross-disciplinary work, driving innovative approaches to research, addressing scientific and social challenges, and positioning UNSW as a big picture visionary university of the future. Provide a rigorous understanding of the main types of exchange-traded options and futures contracts, Develop a working knowledge on the use of options and futures in risk management, Provide the necessary skills to value options and futures. The prerequisite for this course is FINS 2624 Portfolio Management.
1. An Introduction to Options Markets 2. Basic Options Valuation 3. The Binomial Option Pricing Model 4. The Black-Scholes Option Pricing Model 5. Options Strategies and Risk Management for Individuals 6. An Introduction to Futures Markets 7. Principles of Forward and Futures Pricing 8. Hedging with Futures 9.
Of course the trader must know what he’s doing and follow strict risk management trading rules (read further in the Top 5 Risk Management Trading Rules). There are very good books about this topic in Amazon. We highlight a few below: Options, Futures and Other Derivatives Options, Futures and Risk Management: 6: FINS3636: Interest Rate Risk Management: 6: FINS3637: Wealth Management Advice: 6: Derivatives and Risk Management Techniques: 6: FINS5536: Fixed Income Securities and Interest Rate Derivatives: 6: UNSW Sydney NSW 2052, Australia Telephone: (within Aust.) 02 9385 1000, (International) +61 2 9385 Looks at interest rate risk (IRR) and techniques for managing risk. Topics covered include term structure dynamics (including bond price lattices, spot and forward rate models), analytical and numerical techniques, duration measures, interest rate derivative securities (including options, futures, caps, floors and swaps), mortgage-backed securities and their derivatives, portfolio management 1. An Introduction to Options Markets 2. Basic Options Valuation 3. The Binomial Option Pricing Model 4. The Black-Scholes Option Pricing Model 5. Options Strategies and Risk Management for Individuals 6. An Introduction to Futures Markets 7. Principles of Forward and Futures Pricing 8. Hedging with Futures 9. The working knowledge component will cover the the main types of derivatives contracts and valuation techniques. The course emphasises the use of derivatives in financial risk management. It includes an option market making simulation which aims to help students to gain practical knowledge about the sophisticated options market-making mechanism. A futures contract is an arrangement between two parties to buy or sell an asset at a particular time in the future for a particular price. The intended reason that companies or investors use
Studying FINS3635 Options, Futures and Risk Management at University of New South Wales? On StuDocu you find all the study guides, past exams and
Share free summaries, past exams, lecture notes, solutions and more!! Of course the trader must know what he’s doing and follow strict risk management trading rules (read further in the Top 5 Risk Management Trading Rules). There are very good books about this topic in Amazon. We highlight a few below: Options, Futures and Other Derivatives Options, Futures and Risk Management: 6: FINS3636: Interest Rate Risk Management: 6: FINS3637: Wealth Management Advice: 6: Derivatives and Risk Management Techniques: 6: FINS5536: Fixed Income Securities and Interest Rate Derivatives: 6: UNSW Sydney NSW 2052, Australia Telephone: (within Aust.) 02 9385 1000, (International) +61 2 9385 Looks at interest rate risk (IRR) and techniques for managing risk. Topics covered include term structure dynamics (including bond price lattices, spot and forward rate models), analytical and numerical techniques, duration measures, interest rate derivative securities (including options, futures, caps, floors and swaps), mortgage-backed securities and their derivatives, portfolio management 1. An Introduction to Options Markets 2. Basic Options Valuation 3. The Binomial Option Pricing Model 4. The Black-Scholes Option Pricing Model 5. Options Strategies and Risk Management for Individuals 6. An Introduction to Futures Markets 7. Principles of Forward and Futures Pricing 8. Hedging with Futures 9.
Studying FINS3635 Options, Futures and Risk Management at University of New South Wales? On StuDocu you find all the study guides, past exams and
Provide a rigorous understanding of the main types of exchange-traded options and futures contracts, Develop a working knowledge on the use of options and futures in risk management, Provide the necessary skills to value options and futures. The prerequisite for this course is FINS 2624 Portfolio Management. fins3635 textbook notes options futures and risk management fins3635 chapter derivative is financial instrument whose value depends on or derives from the. Sign in Register; Hide. FINS3635 Notes Weeks 1-6. Notes for the first 6 weeks of the course. University. University of New South Wales. Course. Options, Futures and Risk Management FINS3635 This course has FINS2624 (Portfolio Management) as a prerequisite. Some of the topics discussed in FINS3635 (Options, Futures, and Risk Management) may benefit students taking FINS3636, but FINS3635 is not a prerequisite. We have attempted to keep overlap between the two courses to a minimum.
Studying FINS3635 Options, Futures and Risk Management at University of New South Wales? On StuDocu you find all the study guides, past exams and lecture notes for this course
The working knowledge component will cover the the main types of derivatives contracts and valuation techniques. The course emphasises the use of derivatives in financial risk management. It includes an option market making simulation which aims to help students to gain practical knowledge about the sophisticated options market-making mechanism.
8 Mar 2020 25762 Derivatives and Risk Management evaluating positions in futures, forwards and options contracts, by assessing and managing risks of An intermediate course on options, futures and techniques for managing asset risk. Topics covered include an overview of derivative securities, forward and futures contracts (on stock indices, investment and consumptive assets), options (on stocks, stock indices and futures), hedging positions in options and other derivative securities, binomial option pricing, risk-neutral valuation, the An intermediate course on options, futures and techniques for managing asset risk. Topics covered include an overview of derivative securities, forward and futures contracts (on stock indices, investment and consumptive assets), options (on stocks, stock indices and futures), hedging positions in options and other derivative securities, binomial option pricing, risk-neutral valuation, the Explore the Semester 1, 2018 Course Outlines for FINS3635 Options, Futures and Risk Management, and get information on how each course was structured, along with assessment details, and previous resources. Studying FINS3635 Options, Futures and Risk Management at University of New South Wales? On StuDocu you find all the study guides, past exams and lecture notes for this course