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  • BU9226 S22011 CourseOutline

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    This course introduces financial risk management and the use of derivatives to mitigate risk. It is suited for students wanting to understand how derivatives can be used for risk management. The course objectives are to understand the various financial risks organizations face and how derivatives can mitigate those risks. The course involves seminars, a midterm test, participation, and a final exam. Topics include options, futures, swaps, and other derivatives strategies. Readings are provided through handouts.

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    This course introduces financial risk management and the use of derivatives to mitigate risk. It is suited for students wanting to understand how derivatives can be used for risk management. The course objectives are to understand the various financial risks organizations face and how derivatives can mitigate those risks. The course involves seminars, a midterm test, participation, and a final exam. Topics include options, futures, swaps, and other derivatives strategies. Readings are provided through handouts.

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    36 views3 pages

    BU9226 S22011 CourseOutline

    Uploaded by

    Cherry Le Nhi Nuong
    This course introduces financial risk management and the use of derivatives to mitigate risk. It is suited for students wanting to understand how derivatives can be used for risk management. The course objectives are to understand the various financial risks organizations face and how derivatives can mitigate those risks. The course involves seminars, a midterm test, participation, and a final exam. Topics include options, futures, swaps, and other derivatives strategies. Readings are provided through handouts.

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    Attribution Non-Commercial (BY-NC)
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    COURSE OUTLINE BU9226 FINANCIAL RISK MANAGEMENT _________________________________________________________________________

    Academic Year Course Coordinator Pre-requisites No. of Aus

    : : : :

    2011/2012 Liew Min Liang AB102 and MB102 3AU

    Semester Other Instructor(s)

    : NA

    Course Description and Scope This course introduces the use of derivatives and the theory of financial risk management. It is well suited to students who want to understand how to use derivatives to perform financial risk management Course Learning Objectives Participants will at the end of the course: have general knowledge of understanding the various financial risks faced by an organisation and the ways of mitigating the risks have a thorough understanding of derivative securities and its application in mitigating the financial risks of an organisation

    Learning & Teaching Methods Teaching Style : Seminar Duration : 3 hours per week (Week 1 Week 14) Time & Day : 0930 1230, Saturday Course Assessments Components Mid-Term Test Participation Final Exam Total Marks 20 10 70 100 Individual/Group Individual Individual Individual

    Assessment Plan Course Learning Objective have general knowledge of knowing various financial risks faced by an organisation and the ways of mitigating the risks have the thorough understanding of derivative securities and its application in mitigating the financial risks of an organisation Assessment Method Mid-Term Test, Final Examination

    Mid-Term Test, Final Examination

    Proposed Weekly Schedule

    Week 1

    Topic Introduction to Financial Risk Management I

    Learning Objectives Understand the concepts of Financial Risk Management Understand the concepts of Financial Risk Management Understand basic options and option Strategies I Understand basic options and option Strategies II Understand the principles of options pricing Have the ability of using Binomial Options Pricing Model Have the ability of using BSM Options Pricing Model

    Readings/Activity Handout

    Introduction to Financial Risk Management II

    Handout

    Options & Option Strategies I

    Handout

    Options & Option Strategies II

    Handout

    Principles of Options Pricing

    Handout

    Options Pricing Model: Binomial Model

    Handout

    Options Pricing Model: Black-Scholes-Merton (BSM) Model

    Handout

    Recess Test the students understanding of the topics

    Mid-Term Test

    covered for the first half of the course


    Understand Forwards and Futures and how to use it to hedge financial risks Show the ability of pricing Forward and Futures Understand Swap and how to use it to hedge financial risks Understand other advanced derivatives and derivatives strategies

    Handout

    10

    Forwards and Futures

    Handout

    11

    Principles of Forward and Futures Pricing

    Handout

    12

    Swaps

    Handout

    13

    Advanced Derivatives & Derivatives Strategies

    Handout

    14

    Revision

    Revise the materials covered for the course

    Handout

    Readings and References 1. Main Readings: Handout

    2.

    Reference 1: Chance, Don M., Robert Brooks An Introduction to Derivatives and Risk Management (Eight Edition) South-Western Cengage Learning, 2010 ISBN: 9780324601213

    Course Instructors

    Instructor Liew Min Liang

    Office Location NA NA

    Phone

    Email [email protected]

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