Postgraduate Course: Derivatives Markets (MATH11056)
Course Outline
| School |
School of Mathematics |
College |
College of Science and Engineering |
| Course type |
Standard |
Availability |
Available to all students |
| Credit level (Normal year taken) |
SCQF Level 11 (Postgraduate) |
Credits |
7.5 |
| Home subject area |
Mathematics |
Other subject area |
Financial Mathematics |
| Course website |
None
|
Taught in Gaelic? |
No |
| Course description |
This course will provide students with systematic understanding of and critical awareness of the practice of financial markets. |
Entry Requirements
| Pre-requisites |
|
Co-requisites |
|
| Prohibited Combinations |
|
Other requirements |
None
|
| Additional Costs |
None |
Information for Visiting Students
| Pre-requisites |
None |
| Displayed in Visiting Students Prospectus? |
Yes |
Course Delivery Information
|
| Delivery period: 2010/11 Semester 1, Not available to visiting students (SS1)
|
WebCT enabled: No |
Quota: None |
| Location |
Activity |
Description |
Weeks |
Monday |
Tuesday |
Wednesday |
Thursday |
Friday |
| No Classes have been defined for this Course |
| First Class |
First class information not currently available |
| Exam Information |
| Exam Diet |
Paper Name |
Hours:Minutes |
Stationery Requirements |
Comments |
| Main Exam Diet S2 (April/May) | | : | | |
Summary of Intended Learning Outcomes
On completion of this course the student should,
! understand the process and requirements of trading in derivatives contracts;
! be able to compare and contrast the features of the main derivatives contracts;
! understand the main uses of derivatives in hedging, arbitrage and speculation;
! have a critical understanding of the features, including risks, associated with derivative products;
! have a conceptual understanding of the main types of derivatives products and their usage;
! follow complex lines of reasoning and financial concepts;
! be able to calculate fair prices of forward contracts;
! demonstrate an awareness of the practical aspects involved in the trading of derivatives contracts;
! possess the knowledge required to work with derivative products in the financial industry;
! understand the features of the most common derivatives;
! have gained familiarity with the derivative products industry;
! understand the context within which market professionals work;
! be able to find problem solutions in groups;
! be able to plan and organize self-study and independent learning;
! have an awareness of the financial risks associated with derivative products;
! have the ability to accurately calculate prices;
! be able to communicate effectively problem solutions to peers.
|
Assessment Information
| 33% Examination. See course, Derivative Pricing and Financial Modelling (MATH11057). |
Special Arrangements
| None |
Additional Information
| Academic description |
Not entered |
| Syllabus |
Not entered |
| Transferable skills |
Not entered |
| Reading list |
Not entered |
| Study Abroad |
Not entered |
| Study Pattern |
Not entered |
| Keywords |
Not entered |
Contacts
| Course organiser |
Dr Sotirios Sabanis
Tel: (0131 6)50 5084
Email: S.Sabanis@ed.ac.uk |
Course secretary |
Mrs Kathryn Mcphail
Tel: (0131 6)50 4885
Email: k.mcphail@ed.ac.uk |
|
copyright 2011 The University of Edinburgh -
13 January 2011 6:21 am
|
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