Financial Derivatives (932N1)

15 credits, Level 7 (Masters)

Spring teaching

Get up-to-date coverage of the main aspects of financial derivatives.

Gain an overview of:

  • mechanics of futures markets
  • hedging strategies using futures
  • determination of forward and futures prices
  • mechanics of options markets and the swaps
  • Greek letters.

You'll learn the corner stone of financial derivatives – namely the Black-Scholes-Merton Model – and be introduced to Value at Risk.

Teaching

67%: Lecture
33%: Practical (Workshop)

Assessment

20%: Coursework (Test)
80%: Written assessment (Report)

Contact hours and workload

This module is approximately 150 hours of work. This breaks down into about 33 hours of contact time and about 117 hours of independent study. The 5X社区视频 may make minor variations to the contact hours for operational reasons, including timetabling requirements.

We regularly review our modules to incorporate student feedback, staff expertise, as well as the latest research and teaching methodology. We鈥檙e planning to run these modules in the academic year 2024/25. However, there may be changes to these modules in response to feedback, staff availability, student demand or updates to our curriculum.

We鈥檒l make sure to let you know of any material changes to modules at the earliest opportunity.