overview

overview - FINA0301Derivatives Overview Dr.TaoLIN 1...

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1 Faculty of Business and Economics University of Hong Kong Dr. Tao LIN FINA0301 Derivatives  Overview
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2 The big picture of the course  What this course is about:  the concept, the use, the pricing of derivatives. Goal of the course:  this course aims to provide you with a general  introduction to the tools of modern  financial  engineering:  the construction of a financial  product from other products. 
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3 Topics covered in this course: Chapter 1  Introduction to Derivatives.  Part I:  introduce basic building blocks of  derivatives: forward contracts and call and put  options. Focus is on understanding of contracts  and strategies (not on pricing). Chapter 2, 3 and 4 Part II:  pricing of forwards, futures, and swaps.  Chapter 5, 7, and 8 Part III:  option pricing. Chapter 9, 10, 11 Part IV:  financial engineering and corporate  applications. Chapter 12, 13
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4 Assessment Option 1 Option 2 Tutorial Performance 5% 5% Assignments 25% 25% Mid-term Examination 30% 25% Final Examination 40% 45% Final grade is curve-based and all students in three  sub classes are assessed together. No more than 25%  of students will be awarded A+, A, or A-. The median  grade is B/B-. 
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5 Knowing your Classmates Number of students:  198 Sub Class  C : Tue 1:00-2:50, Thu 1:00-1:50 Sub Class  D : Tue 3:00-3:50, Thu 2:00-3:50 Sub Class  E : Mon 2:00-3:50, Fri 2:00-2:50 Note:  data collection is based on the registration  information as of Aug 26, 2009.
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6 Total 198 % BEF 81 40.91 BFin 3 1.52 BA (Major in Finance) 5 2.53 BBA (Accounting and Finance) 18 9.09 BBA (Other) 21 10.61 BEng 8 4.04 BSc (Major in Finance) 43 21.72 BSc (ActuarSc) 10 5.05 BSc (Other) 6 3.03 BSocSc (Other) 1 0.51 BJ (Major in Finance) 2 1.01 Year 198 % 0 4 2.02 1 0 0 2 119 60.1 3 72 36.36 4 3 1.52
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7 Total 78 % BEF 35 44.87 BFin 1 1.28 BA (Major in Finance) 2 2.56 BBA (Accounting and Finance) 10 12.82 BBA (Other) 5 6.41 BEng 3 3.85 BSc (Major in Finance) 19 24.36 BSc (Other) 2 2.56 BSocSc (Other) 1 1.28 Year 78 % 0 0 0 1 0 0 2 55 70.51 3 20 25.64 4 3 3.85 Sub Class C
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8 Sub Class   D Total 59 % BEF 33 55.93 BFin 2 3.39 BA (Major in Finance) 2 3.39 BBA (Accounting and Finance) 3 5.08 BBA (Other) 7 11.86 BEng 3 5.08 BSc (Major in Finance) 8 13.56 BSc (Other) 1 1.69 Year 59 % 0 0 0 1 0 0 2 42 71.19 3 17 28.81 4 0 0
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This note was uploaded on 01/26/2010 for the course FINA 2802 taught by Professor Xia during the Fall '09 term at HKU.

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overview - FINA0301Derivatives Overview Dr.TaoLIN 1...

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