Module Name |
Module Code |
Lecture Hrs |
Practical Hrs |
Credits |
| Financial Risk Management |
DFA6218 |
3 |
0 |
3 |
|
| Description |
| Types of risk, interest rate, price, foreign exchange and other market risks, the risk management process:
risk identification, measurement and management, diversification theories, internal techniques of risk management, external technique of risk management: derivatives markets, types of derivative: financial, commodity and credit derivatives, Forwards, forward options and forward swaps, pricing of forwards; Futures contracts and trading, interest rate futures, marking to market and margin requirements, pricing futures contracts, Bond futures and stock index futures; The options market, margins and commissions, option pay-offs and option strategies and combinations, hedging and trading strategies, pricing of options, the binomial approach, the BS option pricing model; The Swap market, rationales for swaps, comparative advantage, pricing swaps, swap portfolios, types of swaps, currency swaps, commodity swaps, interest rate swaps, risks in swaps.
|
| 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 |
|
