Derivatives2009_Overview

Derivatives2009_Overview - 1 Faculty of Business and...

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Unformatted text preview: 1 Faculty of Business and Economics University of Hong Kong Dr. Huiyan Qiu FINA0301 Derivatives Overview 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. 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 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 20% of students will be awarded A+, A, or A-. The median grade is B-. 5 Knowing your Classmates Number of students: 234 Sub Class E : Mon 10:40-12:30, Wed 10:40-11:30 Sub Class F : Mon 2-3:50, Fri 2-2:50 Sub Class G : Tue 1-2:50, Thu 1-1:50 Note: data collection is based on the registration information as of January 5, 2009. 6 Total 234 % BEF 89 38.03 BEcon 1 0.43 BFin 1 0.43 BA (Major in Finance) 19 8.12 BBA (Major in Finance) 6 2.56 BBA (Accounting and Finance) 18 7.69 BBA (Other) 21 8.97 BEng 17 7.26 BSc (Major in Finance) 32 13.68 BSc (ActuarSc) 12 5.13 BSc (Other) 16 6.84 BSocSc (Major in Finance) 1 0.43 LLB 1 0.43 Year 234 % 5 2.14 1 3 1.28 2 151 64.53 3 67 28.63 4 8 3.42 7 Total 65 % BEF 29 44.62 BA (Major in Finance) 2 3.08 BBA (Major in Finance) 2 3.08 BBA (Accounting and Finance) 12 18.46 BBA (Other) 3 4.62 BEng 8 12.31 BSc (Major in Finance) 8 12.31 BSc (Other) 1 1.54 Year 65 % 3 4.62 1 1 1.54 2 32 49.23 3 25 38.46 4 4 6.15 Sub Class E 8 Sub Class...
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Derivatives2009_Overview - 1 Faculty of Business and...

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