2009 Course Handbook
ECFS882: Exotic Options
This unit covers many types of exotic options, including average rate options, used often in the commodity markets, and barrier options, common in the foreign exchange markets. Others include: basket options; reset, shout and compound options; two-asset options including spread options; and quantos. We cover product descriptions, motivations, trading risks, pricing methods and hedging techniques.
| 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: | Ms Catriona March |
| 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 |