Module Directory

 

Module Description

 
 
Module Name
Module Code
Lecture Hrs
Practical Hrs
Credits
Option Strategies and Applied Financial Modelling
DFA3112Y(5)
3
0
6

Description
The markets for options; Put-Call Parity Relationships; Theoretical Pricing Models: The bionomial Model and the B-S Model; Index options; Stock options, Currency options; Option Values and Changing Market conditions (delta, theta, gamma, vega, rho); Hedging with options; Protective calls and puts; portfolio insurance; Forward and Futures Markets and their use for hedging; Currency and Interest Rate Swaps; Value at Risk; Applied Financial Modelling: Options modelling and Value at Risk 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
 

 

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