Module Directory

 

Module Description

 
 
Module Name
Module Code
Lecture Hrs
Practical Hrs
Credits
Options and Derivatives
DFA3012Y(5)
3
0
6

Description
Option markets; Properties of option pricing; The option pricing models (the binomial model, B-S model; alternative models for option pricing); options on stocks, stock indices and currencies; option based trading strategies; exotic option; Management of risks using options (delta, theta, gamma, vega, rho); portfolio insurance; Financial Futures; Swaps (Currency, interest rate, asset); Value-at-Risk; Applied options models using Excel.
Faculty Department
FACULTY OF LAW AND MANAGEMENT Department of Finance and Accounting
Contact Details
Administrative assistant: TASLIMA BOODHUN-JHUMKA
Telephone: 4037400
Email: t.boodhun@uom.ac.mu
 

 

Disclaimer & Copyright | Home | Admissions | Calendar of Activities | Contact | Webmaster
University of Mauritius
Reduit, Mauritius
Tel : (230) 403 7400 Fax : 454 9642