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SCHOOL OF BANKING & FINANCE DERIVATIVES & RISK MANAGEMENT TECHNIQUES FINS5535 Course Outline – Session 2, 2007

Khóa học này cung cấp cho cả hai lý thuyết giới thiệu và kiến thức làm việc của tương lai, lựa chọn, và các giao dịch hoán đổi, với một sự nhấn mạnh về việc sử dụng các dẫn xuất trong quản lý rủi ro. Các thành phần lý thuyết là quan trọng, như với việc mở rộng nhanh chóng của các loại hình phái sinh, chúng ta phải biết nguyên tắc định giá cơ bản. | SCHOOL OF BANKING FINANCE DERIVATIVES RISK MANAGEMENT TECHNIQUES FINS5535 Course Outline - Session 2 2007 Objective This course provides both introductory theory and a working knowledge of futures options and swaps with an emphasis on the use of derivatives in risk management. The theory component is important as with the rapid expansion of different derivative types we must know the fundamental pricing principle. The working knowledge component will cover the main types of derivatives contracts and valuation techniques. This subject is both theoretical and practical the emphasis will be on problem solving. Relationship to other courses 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 stochastic calculus. There is some overlap with material discussed in FINS 5513 Security Valuation though the course will explore these topics in much greater depth. Students interested in FINS5536 Interest Rate Derivatives or FINS5517 Applied Portfolio Management will benefit from concepts explained in FINS5535. Lecturers A Pr Ah Boon Sim Office Heffron 3.45 Phone 9385-5868 E-mail a.sim@unsw.edu.au Dr Pascal Nguyen Office Heffron 3.57 Phone 9385-5773 E-mail pascal@unsw.edu.au Consultation Hours Wednesday 16 00 - 18 00 Lectures Monday Monday 13 00 - 16 00 18 00 - 21 00 CE 713 CLB 1 1 Textbook The textbook for this course is Options Futures and Other Derivative Securities by John C. Hull 6th Ed. Prentice-Hall WebCT Lecture notes and important announcements will be available on this course s website which can be accessed from http vista.elearning.unsw.edu.au Assessment The design of this course presupposes that participating students are interested in the topics and will endeavour to learn the material presented. Lectures in-class problem solving recommended practice problems and the solution manual and consultation with lecturers are all .