Options, Futures and Risk Management

UNSW Sydney

Course Description

  • Course Name

    Options, Futures and Risk Management

  • Host University

    UNSW Sydney

  • Location

    Sydney, Australia

  • Area of Study

    Accounting, Business, Finance, Financial Management

  • Language Level

    Taught In English

  • Prerequisites

    FINS2624

  • Course Level Recommendations

    Upper

    ISA offers course level recommendations in an effort to facilitate the determination of course levels by credential evaluators.We advice each institution to have their own credentials evaluator make the final decision regrading course levels.

    Hours & Credits

  • Credit Points

    6
  • Recommended U.S. Semester Credits
    3 - 4
  • Recommended U.S. Quarter Units
    4 - 6
  • Overview

    An intermediate course on options, futures and techniques for managing asset risk. Topics covered include an overview of derivative securities, forward and futures contracts (on stock indices, investment and consumptive assets), options (on stocks, stock indices and futures), hedging positions in options and other derivative securities, binomial option pricing, risk-neutral valuation, the stochastic process followed by stocks, numerical techniques in option pricing, options on non-traded assets, exotic options and pricing biases.

Course Disclaimer

Courses and course hours of instruction are subject to change.

Credits earned vary according to the policies of the students' home institutions. According to ISA policy and possible visa requirements, students must maintain full-time enrollment status, as determined by their home institutions, for the duration of the program.