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Financial Derivatives And Risk Management [Module From Master Of Science In Finance (Fintech And Financial Analytics)] - Hong Kong Baptist University
課程名稱: |
Financial Derivatives And Risk Management [Module From Master Of Science In Finance (Fintech And Financial Analytics)] - Hong Kong Baptist University |
|---|---|
院校名稱: |
香港浸會大學 |
課程編號: |
33Z111970 |
範疇: |
商業及管理 |
上課模式: |
36 CONTACT HOUR; PT / FT |
為期: |
12 TEACHING WEEKS + 1 WEEK FOR EXAMINATION |
學費: |
28,800.00 |
入學要求: |
Applicants Should Possess: A) A Bachelor Degree With Hons From A Recognized University Or Comparable Institution, Or A Professional Qualification Deemed To Be Equivalent; And B) I)Proof Of Eng Proficiency For Applicants Whose First Degrees Were Obtained From Non-Eng-Medium Institutions. Ii)A Mini Ielts 6.5 Or Toefl Scores 550 (Paper-Based) / 79 (Internet-Based) Or Equivalent C) A Satisfactory Score On The Graduate Management Admission Test (Gmat)/Graduate Record Examination (Gre) Is Encouraged But Not Mandatory; D) For Pt Mode, Preference Will Be Given To I) Have A Min. Of 3 Years Of Relevant Work Exp. E) Mandatory Requirements I) Possess Basic Training/Experience In Finance, Maths Or Computer Science. This Requirement Can Be Satisfied By Other Qualifications. Refer To Institution For Detailed Info. F) Admission Interview Is Required |
課程大綱: |
A) Financial Derivatives 1) Basic Features And Trading Of Options (1 Hour) 2) Factors Affecting The Value Of Option (1 Hour) 3) Payoff Diagrams Of Options (1.5 Hours) 4) Option Boundaries, Parity And Pricing (5 Hours) 5) Synthetic Options (2 Hours) 6) Greek Letters (2 Hours) 7) Securities With Option Features (2 Hours) 8) Basic Features And Trading Of Futures And Forwards (2 Hours) 9) Payoff Diagrams And Pricing Of Futures And Forwards (2 Hours) 10) Relationships Of Options, Futures (Forwards) And Spots (1.5 Hours) B) Risk Management 1) Development Of Risk Management (2 Hours) 2) Basics Of Var, Sources Of Financial Risk (2 Hours) 3) Various Approaches To Measure Var: A. Variance-Covariance Approach B. Historical Approach C. Monte-Carlo Simulation Approach (2 Hours) 4) Measuring Var For Various Financial Instruments A. Portfolio Risk B. Derivatives C. Fixed Income Securities (5 Hours) 5) Mapping Of Positions (3 Hours) 6) Credit Risk (2 Hours) 36 Contact Hours Plus 3 Hours Examination |
資歷名冊登記號碼: |
19/000803/L6 |
資歷架構級別: |
6 |