FM322 Half Unit
Derivatives
This information is for the 2021/22 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 builds 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
There is no required textbook, but the following is an excellent reference: J Hull, "Options, Futures, and Other Derivatives"
Assessment
Exam (90%, duration: 2 hours) in the summer exam period.
Coursework (10%) in the LT.
Course selection videos
Some departments have produced short videos to introduce their courses. Please refer to the course selection videos index page for further information.
Important information in response to COVID-19
Please note that during 2021/22 academic year some variation to teaching and learning activities may be required to respond to changes in public health advice and/or to account for the differing needs of students in attendance on campus and those who might be studying online. For example, this may involve changes to the mode of teaching delivery and/or the format or weighting of assessments. Changes will only be made if required and students will be notified about any changes to teaching or assessment plans at the earliest opportunity.
Key facts
Department: Finance
Total students 2020/21: 47
Average class size 2020/21: 28
Capped 2020/21: No
Value: Half Unit
Personal development skills
- Problem solving
- Application of information skills
- Application of numeracy skills
- Commercial awareness
