Academic Calendar - 2019

Western University Academic Calendar. - 2019
Western Main Campus

Financial Modelling 2557A/B

FINANCIAL MARKETS AND INVESTMENTS


Interest rate determinants. Duration, convexity and immunization. Basic securities, financial market conventions, swaps, arbitrage pricing and hedging of forwards/futures, equity options, bonds, theories of the term structure, factors affecting option prices, arbitrage relations of calls and puts, trading strategies involving options.

Antirequisite(s): Business Administration 4413A/B.

Prerequisite(s): A minimum mark of 60% in Calculus 1501A/B or Applied Mathematics 1413, or Calculus 1301A/B with a minimum mark of 85%.

Extra Information: 3 lecture hours, 1 tutorial hour.

Course Weight: 0.50
Breadth: CATEGORY C i  
Subject Code: FINMOD

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