Academic Calendar - 2024
Western University Academic Calendar. - 2024
Financial Modelling 2557A/B
FINANCIAL MARKETS AND INVESTMENTS
Interest rate determinants. Duration, convexity and immunization. Basic securities, financial market conventions, swaps, arbitrage pricing and hedging of forwards/futures, equity options, bonds, theories of the term structure, factors affecting option prices, arbitrage relations of calls and puts, trading strategies involving options.
Antirequisite(s): Business Administration 4413A/B.
Prerequisite(s): A minimum mark of 60% in one of Calculus 1501A/B, Numerical and Mathematical Methods 1414A/B, the former Applied Mathematics 1414A/B, or the former Applied Mathematics 1413, or a minimum mark of 85% in Calculus 1301A/B. Integrated Science 1001X with a minimum mark of 60% can be used in place of Calculus 1301A/B.
Extra Information: 3 lecture hours, 1 tutorial hour.
Course Weight: 0.50
Breadth:
CATEGORY C
i
Subject Code: FINMOD
This Course is Mentioned in the Following Calendar Pages:
Financial Modelling 2557A/B
FINANCIAL MARKETS AND INVESTMENTS
Interest rate determinants. Duration, convexity and immunization. Basic securities, financial market conventions, swaps, arbitrage pricing and hedging of forwards/futures, equity options, bonds, theories of the term structure, factors affecting option prices, arbitrage relations of calls and puts, trading strategies involving options.
Antirequisite(s): Business Administration 4413A/B.
Prerequisite(s): A minimum mark of 60% in one of Calculus 1501A/B, Numerical and Mathematical Methods 1414A/B, the former Applied Mathematics 1414A/B, or the former Applied Mathematics 1413, or a minimum mark of 85% in Calculus 1301A/B. Integrated Science 1001X with a minimum mark of 60% can be used in place of Calculus 1301A/B.
Extra Information: 3 lecture hours, 1 tutorial hour.
Business Administration 4413A/B - DERIVATIVES & FINANCIAL MARKETS
Faculty of Science | Statistical and Actuarial Sciences | HONOURS SPECIALIZATION IN ACTUARIAL SCIENCE
Faculty of Science | Statistical and Actuarial Sciences | MAJOR IN ACTUARIAL SCIENCE
Faculty of Science | Statistical and Actuarial Sciences | MINOR IN APPLIED FINANCIAL MODELLING