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  6. FI4503: Derivatives And Treasury Management

FI4503: DERIVATIVES AND TREASURY MANAGEMENT (2023-2024)

Last modified: 23 Jul 2024 10:43


Course Overview

The main aim of this course is to provide students with a thorough understanding of basic derivative contracts: options, forwards, futures, swaps, interest rate derivatives, written on a variety of underlying instruments. It will introduce students to essential areas in derivatives from both theoretical and practical perspective: the pricing mechanism of derivatives and mathematical derivation of Black-Scholes model, the derivatives trading, the organization and structure of derivatives markets. The course will equip students with good analytical skills in order to be able to incorporate derivatives into asset portfolio management, use them for hedging purposes, apply different derivatives trading strategies.

Course Details

Study Type Undergraduate Level 4
Term Second Term Credit Points 30 credits (15 ECTS credits)
Campus Aberdeen Sustained Study No
Co-ordinators
  • Dr Fotios Papadimitriou

What courses & programmes must have been taken before this course?

  • One of Accountancy (AC) or Finance (FI) or International Business (IN) or Master Of Arts In Financial Economics or Master Of Arts In International Business or Master Of Business In International Business or Master Of Business In International Business With Gaelic or Master Of Business In International Business With French or Master Of Business In International Business With German or Master Of Arts In International Business With Spanish or Master Of Business In International Business With Spanish or Master Of Arts In Business Management-Finance (SCNU) or Master Of Arts In Finance (SCNU) or Master Of Arts In International Business With Gaelic or Master Of Arts In International Business With French or Master Of Arts In International Business With German or Master Of Arts In International Business With Mandarin or Master Of Business In International Business With Mandarin
  • One of FI3004 Finance 3: Corporate Finance (Passed) or Master Of Arts In Business Management-Finance (SCNU) or Master Of Arts In Finance (SCNU)
  • Any Undergraduate Programme
  • One of Programme Level 4 or Programme Level 5 or Master Of Arts In Business Management-Finance (SCNU) or Master Of Arts In Finance (SCNU)

What other courses must be taken with this course?

None.

What courses cannot be taken with this course?

None.

Are there a limited number of places available?

No

Course Description

  • Risk modelling
  • Futures
  • Futures and hedging
  • Pricing and regulatory issues
  • Decomposition and synthesis
  • Option pricing
  • Real options and option applications
  • Portfolio performance
  • Treasury management
  • Development of pricing models
  • Regulation and accounting for derivatives

Contact Teaching Time

Information on contact teaching time is available from the course guide.

Teaching Breakdown

More Information about Week Numbers


Details, including assessments, may be subject to change until 30 August 2024 for 1st term courses and 20 December 2024 for 2nd term courses.

Summative Assessments

Class Test - Multiple Choice Questions

Assessment Type Summative Weighting 25
Assessment Weeks Feedback Weeks

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Learning Outcomes
Knowledge LevelThinking SkillOutcome
Sorry, we don't have this information available just now. Please check the course guide on MyAberdeen or with the Course Coordinator

Exam

Assessment Type Summative Weighting 75
Assessment Weeks Feedback Weeks

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Learning Outcomes
Knowledge LevelThinking SkillOutcome
Sorry, we don't have this information available just now. Please check the course guide on MyAberdeen or with the Course Coordinator

Formative Assessment

There are no assessments for this course.

Resit Assessments

Exam

Assessment Type Summative Weighting 100
Assessment Weeks Feedback Weeks

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Learning Outcomes
Knowledge LevelThinking SkillOutcome
Sorry, we don't have this information available just now. Please check the course guide on MyAberdeen or with the Course Coordinator

Course Learning Outcomes

Knowledge LevelThinking SkillOutcome
FactualRememberILO’s for this course are available in the course guide.
 

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