14 NQF credits at HEQSF level 8
Course entry requirements: See entrance requirements for the Honours in Financial Analysis and Portfolio Management
The aim of this course is to introduce the theory and mechanics of derivative and to cover the operations of the main types of derivative securities. The topics covered in the course forward and futures contracts, the Binomial framework for pricing options, the Black-Scholes method for pricing options, swaps, warrants and convertibles, financial engineering, the yield curve. Students should be able to apply at the workplace their knowledge gained in the course.
DP requirements: None
Lecture Times: Lectures are twice a week in the evenings Or on Tuesdays and Saturdays only.
Assessment: Examination 80%; test 15%; tutorial 5%
Last updated : 20 Apr 2018