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2007/08 Taught Postgraduate Module Catalogue

LUBS5050M Financial Derivatives

15 creditsClass Size: 200

Module manager: Professor Phil Holmes

Taught: Semester 2 (Jan to Jun) View Timetable

Year running 2007/08

Pre-requisites

LUBS5004MCorporate Finance
LUBS5126MFinancial Economics

This module is not approved as an Elective

Objectives

On completion of this module, students should be able to understand the underlying principles which govern the behaviour of futures, options and swaps. They should be able to use and interpret the results of pricing models for various financial derivatives. Finally, they should be able to apply the study of financial derivatives to practical issues in risk management.

Syllabus

Introduction to Financial Derivatives

Future Markets and the Use of Futures for Hedging

Forwards and Future Prices

Interest Rates, Duration and Swaps

Options Markets and Trading Strategies Involving Options

Asset Price Dynamics and Option Pricing

Application of Option Pricing Theory to Corporate Finance

Teaching methods

Due to COVID-19, teaching and assessment activities are being kept under review - see module enrolment pages for information

Delivery typeNumberLength hoursStudent hours
Lecture102.0020.00
Seminar101.0010.00
Private study hours120.00
Total Contact hours30.00
Total hours (100hr per 10 credits)150.00

Private study

120 hours - 12 x 10 reading and preparation for seminars

Opportunities for Formative Feedback

Progress will be monitored by contributions made to classes; formative feedback will be given on individual and group contributions to classes, and answering a series of practice questions.

Methods of assessment

Due to COVID-19, teaching and assessment activities are being kept under review - see module enrolment pages for information


Exams
Exam typeExam duration% of formal assessment
Standard exam (closed essays, MCQs etc)3 hr 100.00
Total percentage (Assessment Exams)100.00

Normally resits will be assessed by the same methodology as the first attempt, unless otherwise stated

Reading list

The reading list is available from the Library website

Last updated: 14/06/2010

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