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FIN42020

Academic Year 2024/2025

Derivative Securities (FIN42020)

Subject:
Finance
College:
Business
School:
Business
Level:
4 (Masters)
Credits:
5
Module Coordinator:
Dr Richard McGee
Trimester:
Autumn
Mode of Delivery:
Online
Internship Module:
No
How will I be graded?
Letter grades

Curricular information is subject to change.

This course provides an introduction to derivative securities. Alternative derivative securities are outlined. This incorporates detailing the properties of these securities. Furthermore, a key aim is to outline how these assets are valued. Also the course demonstrates the use of derivatives in arbitrage, hedging and speculation. Risk, different types of risk, different risk measures, and associated methods of obtaining and validating the risk measures are outlined. Finally, practical applications of derivatives and potential pitfalls are discussed. Throughout the course we will document theoretical and empirical findings from the literature to develop the research skills and knowledge of students.

About this Module

Learning Outcomes:

On completion of this module students should be able to:
Describe the different types of derivatives, their uses and the operations of their respective markets.
Explain the use of derivatives in risk management, speculation and arbitrage
Detail the use of hedging and evaluation of hedging.
Describe risk measurement, the alternative measures and methods of obtaining measures.
Describe alternate pricing mechanisms for derivatives
Develop research skills including data analysis and reviewing of salient literature.

Student Effort Hours:
Student Effort Type Hours
Lectures

24
Tutorial

8
Total

32

Approaches to Teaching and Learning:
Module Approaches to Teaching and Learning:

active/task-based learning;
lectures;
reflective learning;
enquiry & problem-based learning;
debates;
case-based learning

Requirements, Exclusions and Recommendations

Not applicable to this module.


Module Requisites and Incompatibles
Not applicable to this module.
 

Assessment Strategy
Description Timing Component Scale Must Pass Component % of Final Grade In Module Component Repeat Offered
Group Work Assignment: Group Project Week 1, Week 2, Week 3, Week 4, Week 5, Week 6, Week 7, Week 8, Week 9, Week 10, Week 11, Week 12, Week 14, Week 15 Alternative linear conversion grade scale 40% No
30
 No
Exam (In-person): Final Exam End of trimester
Duration:
2 hr(s)
 Alternative linear conversion grade scale 40% No
70
 No

Carry forward of passed components
Yes
 

Resit In Terminal Exam
Spring Yes - 2 Hour
Please see Student Jargon Buster for more information about remediation types and timing. 

Feedback Strategy/Strategies

• Feedback individually to students, post-assessment
• Online automated feedback

How will my Feedback be Delivered?

Not yet recorded.

Timetabling information is displayed only for guidance purposes, relates to the current Academic Year only and is subject to change.
Autumn Lecture Offering 1 Week(s) - 7, 8, 9, 10, 12 Thurs 09:00 - 10:50
Autumn Lecture Offering 1 Week(s) - 11 Thurs 11:00 - 12:50
Autumn Lecture Offering 1 Week(s) - 8, 9, 10, 11, 12, 13 Tues 11:30 - 13:20
Autumn Lecture Offering 2 Week(s) - 11 Thurs 11:00 - 12:50
Autumn Lecture Offering 2 Week(s) - 7, 8, 9, 10, 12 Thurs 11:30 - 13:20
Autumn Lecture Offering 2 Week(s) - 8, 9, 10, 11, 12, 13 Tues 09:00 - 10:50
Autumn Tutorial Offering 1 Week(s) - 8, 9, 10, 11 Fri 10:00 - 10:50
Autumn Tutorial Offering 1 Week(s) - 8, 9, 10, 11, 12 Tues 14:30 - 15:20
Autumn Tutorial Offering 2 Week(s) - 8, 9, 10, 11 Fri 11:00 - 11:50
Autumn Tutorial Offering 2 Week(s) - 8, 9, 10, 11, 12 Tues 13:30 - 14:20
Autumn Tutorial Offering 3 Week(s) - 8, 9, 10, 11 Fri 12:30 - 13:20
Autumn Tutorial Offering 3 Week(s) - 8, 9, 10, 11, 12 Tues 16:00 - 16:50
Autumn Tutorial Offering 4 Week(s) - 8, 9, 10, 11 Fri 13:30 - 14:20
Autumn Tutorial Offering 4 Week(s) - 8, 9, 10, 11, 12 Tues 17:00 - 17:50
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