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FIN4014H

Academic Year 2021/2022

Derivative Securities (FIN4014H)

Subject:
Finance
College:
Business
School:
Business
Level:
4 (Masters)
Credits:
7.5
Module Coordinator:
Dr Orna O'Brien
Trimester:
Autumn and Summer (separate)
Mode of Delivery:
Blended
Internship Module:
No
How will I be graded?
Letter grades

Curricular information is subject to change.

This module 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 module 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 module, 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

20
Specified Learning Activities

60
Autonomous Student Learning

80
Total

160

Approaches to Teaching and Learning:
Students will attend classes for this module and have the opportunity to engage in active learning during these sessions. There will be in-class discussion and group work to analyse module concepts. Where appropriate, the module will incorporate 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 Open Book Exam Component Scale Must Pass Component % of Final Grade In Module Component Repeat Offered
Assignment: Main Assignment Varies over the Trimester n/a Graded No
40
 No
Examination: Examination 2 hour End of Trimester Exam No Graded No
60
 No

Carry forward of passed components
No
 

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

Feedback Strategy/Strategies

• Group/class feedback, post-assessment

How will my Feedback be Delivered?

General feedback is provided to students on all their submitted assessment components.

Name Role
Mr Neil Caraher Tutor
Ms Sarah Kelly Tutor
Ms Eva Lock Tutor
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