2009 Course Handbook
ECFS881: Derivatives Valuation
This course deals with quantitative issues for derivatives market practitioners. The course looks at key numerical techniques and applies them to value exotic, GARCH and interest rate options in cases where classical Black-Scholes assumptions are inappropriate.
| Credit Points: | 2 |
| Contact Hours: | -- |
| When Offered: |
E1 - Evening; Offered in the first half-year
E2 - Evening; Offered in the second half-year |
| Staff Contact: | Dr Rob Trevor |
| Prerequisites: | Admission to Master of Applied Finance or Postgraduate Certificate in Applied Finance |
| Corequisites: | |
| NCCWs: | |
| Unit Designations: | -- |
| Assessed As: | Graded |
| Offered By: |
Faculty of Business and Economics |