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FINAN519-23B (HAM)
Derivatives
15 Points
Staff
Convenor(s)
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Greg Hou
9402
MSB.3.25
greg.hou@waikato.ac.nz
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Administrator(s)
Librarian(s)
You can contact staff by:
- Calling +64 7 838 4466 select option 1, then enter the extension.
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- For extensions starting with 4: dial +64 7 838 extension.
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What this paper is about
How this paper will be taught
This paper lays the foundation for understanding the valuation and trading of financial derivatives. This paper
- Provides quick access to why and how to trade derivative securities;
- Provides easy to understand information, including equations and examples that can be quickly applied to most problems of derivative securities;
- Provides knowledge about how to establish trading strategies via derivative securities;
- Provides knowledge about how to value derivative securities;
- Provides knowledge about the concurrent research on derivative markets.
The paper will be taught through lectures and students’ performance will be evaluated by Assignments and Tests.
There will be a series of lectures across the trimester.
Required Readings
There is no required textbook for this paper. Instead, we have one recommended text with two editions as follows:
Hull, J.C. (2012). Options, Futures, And Other Derivatives. 8th Edition. Pearson Education Limited.
Hull, J.C. (2022). Options, Futures, And Other Derivatives. 11th Edition. Pearson Education Limited.
Either of the two editions is useful for studying the paper.
You will need to have
Recommended Readings
For more information about the highly recommended textbook, optional textbook, research papers as well as other useful resources, refer to the Waikato Reading List of this paper which is available in Moodle.
Other Resources
Refer to the Moodle for the detailed list of suggested readings.
Online Supports
All the available resources about this paper will be available in Moodle. The online resources may be updated where necessary.
Learning Outcomes
Students who successfully complete the course should be able to:
Assessments
How you will be assessed
To be eligible to pass this paper, students must achieve an overall grade of at least 50% in the whole paper.
The internal assessment/exam ratio (as stated in the University Calendar) is 100:0. There is no final exam.