Academic Calendar - 2020 ARCHIVE
Western University Academic Calendar. - 2020ARCHIVE
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
This Course is Mentioned in the Following Calendar Pages:
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.
Business Administration 4413A/B - DERIVATIVES & RISK MANAGEMENT
Faculty of Science | Statistical and Actuarial Sciences | HONOURS SPECIALIZATION IN ACTUARIAL SCIENCE
Faculty of Science | Statistical and Actuarial Sciences | MAJOR IN ACTUARIAL SCIENCE
Faculty of Science | Statistical and Actuarial Sciences | MINOR IN APPLIED FINANCIAL MODELLING