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 (not applicable to Visiting Students)
| Pre-requisites |
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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
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| Delivery period: 2011/12 Semester 1, Not available to visiting students (SS1)
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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 |
| No Exam Information |
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.
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Assessment Information
| 33% Examination. See course, Derivative Pricing and Financial Modelling (MATH11057). Examination takes place at Heriot-Watt University. |
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 | D Markets |
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 |
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© Copyright 2011 The University of Edinburgh - 16 January 2012 6:25 am
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