Academic Calendar - 2022

Western University Academic Calendar. - 2022
Western Main Campus

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

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