Learning Outcomes:
Students can describe, derive, calibrate, apply and discuss limitations of a range of pricing and hedging models relating to interest rate, equity and foreign exchange risks.
Curricular information is subject to change.
Students can describe, derive, calibrate, apply and discuss limitations of a range of pricing and hedging models relating to interest rate, equity and foreign exchange risks.
Student Effort Type | Hours |
---|---|
Lectures | 24 |
Tutorial | 12 |
Autonomous Student Learning | 84 |
Total | 120 |
Not applicable to this module.
Resit In | Terminal Exam |
---|---|
Summer | Yes - 2 Hour |
• Feedback individually to students, post-assessment
Individually corrected homeworks are returned at tutorials - you need to turn up to the tutorial to get your homework back and uncollected scripts are destroyed at the end of the semester.