FINAN518-21G (HAM)
Financial Risk Management
15 Points
Staff
Convenor(s)
Greg Hou
9402
MSB.3.25
greg.hou@waikato.ac.nz
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Paper Description
This paper aims to introduce fundamental concepts, theories, and practices of financial risk management involving portfolio risk management and financial derivatives including options and swaps. Major topics to be covered include optimal portfolio strategies, options markets, option pricing models, interest rate swaps, and foreign currency swaps.
Paper Structure
The main activities of this paper include:
Lectures
Workshops
Online Quizzes
Online Test
Group Project
Learning Outcomes
Students who successfully complete the paper should be able to:
Assessment
There are four pieces of internal assessment for this paper. There is no final exam.
Assessment Components
The internal assessment/exam ratio (as stated in the University Calendar) is 100:0. There is no final exam.
Required and Recommended Readings
Recommended Readings
Hull, J.C. (2012). Options, Futures, And Other Derivatives. 8th Edition. Pearson Education Limited.
Bodie, Kane, and Marcus (2019). Essentials of Investments, 11th ed., McGraw-Hill Education.
For additional readings of this paper, refer to Waikato Reading List (https://rl.talis.com/3/waikato/lists/E09D94CB-086A-44A1-695F-70227F6F659B.html?lang=zh-CN).
Other Resources
Other teaching materials will be provided online via Moodle where necessary.
Please contact the Paper Convenor for further details.
Online Support
All the resources about this paper will be available on Moodle.
The online resources may be updated where necessary.
Workload
There are 150 learning hours for this paper. They will be spent on the following activities:
Attend lectures and workshops
Read teaching materials
Conduct simulation and analyses in X-Plan and write the project report
Prepare for and sit the quizzes and test
Linkages to Other Papers
Prerequisite(s)
Acceptance into the Master of Applied Finance programme.