Derivatives II: Options
Postgraduate
Postgraduate
MATH 5031
Postgraduate
No
100843
4.5
No
School of Information Technology and Mathematical Sciences
The aim of the course is to provide an understanding of Options, the different types and their applications, and how valuations of Options can be calculated.
Options markets; stock options; trading strategies; valuation of options; Ito calculus using binomial models; Black-Scholes model for valuing options; options on stock indices, warrants, currencies and futures, the “Greeks”; volatility smiles
Nil
Common to all relevant programs | |
---|---|
Subject Area & Catalogue Number | Course Name |
MATH 5030 | Derivatives I: Futures |
Nil
Component | Duration | ||
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INTERNAL, CITY WEST | |||
Lecture | 3 hours x 13 weeks | ||
Tutorial | 1 hour x 12 weeks |
Note: These components may or may not be scheduled in every study period. Please refer to the timetable for further details.
Assignment 1, Assignment 2, Final examination
EFTSL*: 0.125
Commonwealth Supported program (Band 3)
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Fee-paying program for domestic and international students
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* Equivalent Full Time Study Load. Please note: all EFTSL values are published and calculated at ten decimal places. Values are displayed to three decimal places for ease of interpretation.