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 |
---|---|
Autonomous Student Learning | 84 |
Lectures | 24 |
Tutorial | 12 |
Total | 120 |
Not applicable to this module.
Description | Timing | Component Scale | % of Final Grade | ||
---|---|---|---|---|---|
Assignment(Including Essay): Homework | Week 3 | Standard conversion grade scale 40% | No | 10 |
No |
Assignment(Including Essay): Homework | Week 6 | Standard conversion grade scale 40% | No | 10 |
No |
Group Work Assignment: Group project Students must have submitted two homeworks on time to be eligible. |
Week 11 | Standard conversion grade scale 40% | No | 20 |
No |
Exam (Online): Two-hour online open-book exam (plus 30 minutes for upload) | End of trimester Duration: 2 hr(s) |
Standard conversion grade scale 40% | No | 60 |
No |
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.
Spring | Lecture | Offering 1 | Week(s) - 20, 21, 22, 23, 24, 25, 26, 29, 30, 31, 32, 33 | Fri 12:00 - 12:50 |
Spring | Lecture | Offering 1 | Week(s) - 20, 21, 22, 23, 24, 25, 26, 29, 30, 31, 32, 33 | Thurs 11:00 - 12:50 |