Module Directory

 

Module Description

 
 
Module Name
Module Code
Lecture Hrs
Practical Hrs
Credits
Financial Derivatives and Strategies 2
LLC4151(5)
0
0
3

Description
Option Values and Changing Market conditions (delta, theta, gamma, vega, rho); Hedging with options; Combinations of Options: Protective calls and puts, Bull and Bear Spread, Stradles and Strangles, Currency and Interest Rate Swaps; Value at Risk; Applied Financial Modelling: Options modelling and Value at Risk using Excel, Arbitrage.
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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