This unit aims to provide students with a knowledge and understanding of the principles and techniques underlying the theory and practice of derivative Markets. You will learn about different valuation/modelling techniques and will need to understand the usefulness and shortcomings of these techniques when applied in practice. It primarily aims to give you the tools for quantitative analysis of transactions and securities including valuation and risk management for capital projects and securities. This includes computer-based numerical implementation using spreadsheet software. This unit is enables students to gain an understanding of the theoretical and pmractical skills necessary to... -- Course Website
Instructor: Actuarial staff
Prerequisites: ACST603 or admission to MCom or MIntBus or MEc or MActPrac prior to 2011
