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Curricular information is subject to change
At the end of this course students should:
1. Have knowledge and comprehension in the theory and practice of derivatives, one of the most important areas of financial economics
2. Appraise one of the most important theories of modern finance, option pricing theory, and its implications for financial markets
3. Describe key concepts such as arbitrage, derivative replication and risk neutral valuation and recognize the practical usage, strengths and shortcomings of these methods
4. Explain the theory and practice of option pricing models, term structure models and credit risk models
5. Critique and back test option pricing models as applied to real world market data
Student Effort Type | Hours |
---|---|
Lectures | 24 |
Tutorial | 12 |
Specified Learning Activities | 24 |
Autonomous Student Learning | 65 |
Total | 125 |
Not applicable to this module.
Description | Timing | Component Scale | % of Final Grade | ||
---|---|---|---|---|---|
Group Project: Financial economic theory will be applied to real world financial problems | Varies over the Trimester | n/a | Alternative linear conversion grade scale 40% | No | 30 |
Examination: Mathematical and descriptive questions | 2 hour End of Trimester Exam | No | Alternative linear conversion grade scale 40% | No | 40 |
Examination: Midterm Quizz Asessment | Week 7 | No | Alternative linear conversion grade scale 40% | No | 30 |
Resit In | Terminal Exam |
---|---|
Autumn | Yes - 2 Hour |
• Feedback individually to students, post-assessment
• Group/class feedback, post-assessment
Not yet recorded.
Name | Role |
---|---|
Mr Karthik Varma Vadapalli |
Tutor |