Chapter 0 - Overview - FINA0301 Derivatives Overview...

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Faculty of Business and Economics University of Hong Kong Dr. T. Lin FINA0301 Derivatives Overview
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The Big Picture of The Course 2 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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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 5,6, 7, and 8 Part III: option pricing. Chapter 9, 10, 11 Part IV: financial engineering and corporate applications. Chapter 12, 13 3
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Assessment 4 Option 1 Option 2 Class and 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: 121 Sub Class C : Mon 2:00-3:55, Fri 2:00-2:55 Sub Class D : Tue 1:00-2:55, Thu 1:00-1:55 Sub Class E : Tue 3:00-3:55, Thu 2:00-3:55 Note: data collection is based on the registration information as of Aug 27, 2010. 5
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6 Total 121 % BEF 46 38.02 BFin 2 1.65 BA (Major in Finance) 4 3.31 BBA (Accounting and Finance) 16 13.22 BBA (IBGM, IS, Other) 8 6.61 BEng 7 5.79 BSc (Major in Finance) 20 16.53 BSc (Quant Finance) 9 7.44 BSc (Other) 6 4.96 BSocSc (Major in Finance) 3 2.48 Year 121 % 0 3 2.48 2 67 55.37 3 46 38.02 4 5 4.13 Sub Classes C, D and E 6
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