FM322 Half Unit
Derivatives
This information is for the 2019/20 session.
Teacher responsible
Dr Rohit Rahi
Availability
This course is compulsory on the BSc in Finance. This course is not available as an outside option nor to General Course students.
Pre-requisites
Students must have completed Principles of Finance (FM213), Mathematical Methods (MA100) and Elementary Statistical Theory (ST102)
Course content
This course will build on “Principles of Finance” to study the theoretical foundations of financial derivatives on a variety of underlying assets including bonds, stocks, commodities, and currencies.
Teaching
20 hours of lectures and 10 hours of classes in the LT.
Formative coursework
Students will be expected to produce written work for classes and to make positive contributions to class discussion.
Indicative reading
J Hull, "Options, Futures, and Other Derivatives"
Assessment
Exam (90%, duration: 2 hours) in the summer exam period.
Coursework (10%) in the LT.
Key facts
Department: Finance
Total students 2018/19: 30
Average class size 2018/19: 30
Capped 2018/19: No
Value: Half Unit
Personal development skills
- Problem solving
- Application of information skills
- Application of numeracy skills
- Commercial awareness
