FINA0301_syllabus_2011-2

FINA0301_syllabus_20 - THE UNIVERSITY OF HONG KONG FACULTY OF BUSINESS AND ECONOMICS FINA0301 A B AND C DERIVATIVES First Semester 2011-2012

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HE U NIVERSITY OF H ONG K ONG F ACULTY OF B USINESS AND E CONOMICS FINA0301 A, B AND C D ERIVATIVES First Semester, 2011-2012 Instructor: Dr. Andrew Carverhill TA: Mr. Johnny Wong Email: [email protected] Email: [email protected] Office: Room 1108A, KK Leung Building Office Hours: By appointment Meeting Schedule: Class A: Mon 10:30 am – 12:25 pm, MBG07, Wed 10:30 am – 11:25 am, MBG07. Class B: Wed 11:30 am – 12:25 pm, MBG07, Fri 10:30 am – 12:25 pm, MBG07. Class C: Mon 14:00 am – 15:55 pm, MW T4, Fri 14:00 pm – 14:55 pm, MW T4. Course webpage: WebCT 1. COURSE DESCRIPTION AND OBJECTIVES Course description: To provide a comprehensive analysis on the properties of options and futures and to offer a theoretical framework within which all derivatives can be valued and hedged. Topics covered: simple arbitrage relationships for forward and futures contracts, hedging and basis risk, stock index futures, swaps, trading strategies involving options, valuation of options using a binomial model and the Black-Scholes formula, options on stock indices, currencies and futures, and exotic options. Prerequisite: FINA1003 Corporate finance or BUSI0016 Introduction to Finance or FINA1002 Introduction to Finance Remarks: Not open to students taking or having taken MATH2906 Financial calculus. Mutually exclusive courses: ISME3010 Financial engineering, STAT2820 Introduction to Financial Derivatives, STAT3303 Derivatives and Risk Management and STAT2812 Financial Economics I Required Textbook: McDonald, Robert L., 2009, Fundamentals of Derivatives Markets , (Pearson Education, Inc) Course Objectives: 1. To provide a comprehensive introduction to the design, uses and management of financial derivatives, including futures, options and structured products. 2. To offer a theoretical framework within which all derivatives can be analyzed and valued. 3.
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This note was uploaded on 10/27/2011 for the course FINA 301 taught by Professor Carverhill during the Winter '11 term at HKU.

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FINA0301_syllabus_20 - THE UNIVERSITY OF HONG KONG FACULTY OF BUSINESS AND ECONOMICS FINA0301 A B AND C DERIVATIVES First Semester 2011-2012

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