Academic Calendar - 2021 ARCHIVE
Western University Academic Calendar. - 2021ARCHIVE
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Financial Modelling 2557A/B
FINANCIAL MARKETS AND INVESTMENTS
Course Description
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)
Antirequisite(s):
Business Administration 4413A/B
.
Pre or Corequisites
Prerequisite(s):
A minimum mark of 60% in one of
Calculus 1501A/B,
Numerical and Mathematical Methods 1414A/B,
the former Applied Mathematics 1414A/B, or the former Applied Mathematics 1413, or a minimum mark of 85% in
Calculus 1301A/B
.
Integrated Science 1001X
with a minimum mark of 60% can be used in place of
Calculus 1301A/B
.
Extra Information
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:
Courses
2
Business Administration 4413A/B - DERIVATIVES & RISK MANAGEMENT
Financial Modelling 3520A/B - FINANCIAL MODELLING I
Modules/Programs
5
Faculty of Science | Statistical and Actuarial Sciences | HONOURS SPECIALIZATION IN ACTUARIAL SCIENCE
Faculty of Science | Statistical and Actuarial Sciences | HONOURS SPECIALIZATION IN FINANCIAL MODELLING
Faculty of Science | Statistical and Actuarial Sciences | MAJOR IN ACTUARIAL SCIENCE
Faculty of Science | Statistical and Actuarial Sciences | MAJOR IN FINANCIAL MODELLING
Faculty of Science | Statistical and Actuarial Sciences | MINOR IN APPLIED FINANCIAL MODELLING