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FINA 0301 Derivatives

Related Textbook(s)/Reference(s):
6 sharing(s) available for this course
Average Rating:

7.17


Anonymous shared this review at 2:37pm 10 August 2013
  • Professor: Huiyan Qiu
  • Language: English
Rating:

7.00

Course Description
This course is designed to provide a comprehensive analysis on the properties of options and futures and to offer a theoretical framework within which all derivatives can be valued and hedged. Topics covered: simple arbitrage relationships for forward and futures contracts, hedging and basis risk, stock index futures, swaps, trading strategies involving options, valuation of options using a binomial model and the Black-Scholes formula, options on stock indices, currencies and futures, and exotic options.
Assessment
Assessment Weights
A1. Tutorial Performance 5% 
A2. Assignments 25% 
A3. Mid-term Examination 30% 
A4. Final Examination 40% 
Grading

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Jason shared this review at 2:41pm 10 August 2013
  • Professor: Matthias Buehlmaier
  • Language: English
Rating:

8.00

Course Description
Prerequisite: FINA1003 Corporate Finance.
Mutually Exclusive Courses: ISME3010 Financial Engineering, STAT2820 Introduction to
Financial Derivatives, STAT3303 Derivatives and Risk Management, and STAT2812
Financial Economics I. Not open to students taking or having taken MATH2906 Financial
Calculus.
Course Description: This course is designed to provide a comprehensive analysis on the
properties of options and futures and to offer a theoretical framework within which all
derivatives can be valued and hedged. Topics covered: simple arbitrage relationships for
forward and futures contracts, hedging and basis risk, stock index futures, swaps,
trading strategies involving options, valuation of options using a binomial model and the
Black-Scholes formula, options on stock indices, currencies and futures, and exotic
options.
Required Textbook: McDonald, Robert L., 2009, Fundamentals of Derivatives Markets,
(Pearson)
Reference Book: Hull, John, 2010, Seventh Edition, Fundamentals of Futures and
Options Markets, (Prentice Hall)
Assessment
Assessment Weights (Option 1) Weights (Option 2)
A1 Tutorial Performance 5% 5%
A2 Group Assignments 25% 25%
A3 Midterm Examination 30% 25%
A4 Final Examination 40% 45%
Grading

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Teaching Skills & Others

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Brian Lee shared this review at 7:32am 20 January 2015
  • Professor: Dr. Dan LI
  • Language: English
Rating:

7.00

Course Description
The basics of Derivative products. How they work and some simple valuations.
Assessment
The course itself was not too difficult. But as with all HKU courses, easier courses give harsher grades. Make sure that you dont make mistakes on midterms, finals (especially fianals as they make up for most of the grades) and you will do fine.
Grading

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enfenf shared this review at 8:30pm 25 January 2016
  • Professor: Aria Zhang
  • Language: English
Rating:

4.00

Course Description
two midterms one final
but the midterms are way too easy, so if you screw up final, you are doomed
generally helpful and interesting
especially if you wanna work in banking
Assessment
35 midterm 15 assignment 50 final
Grading

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Anonymous shared this review at 5:56pm 29 August 2016
  • Professor: Arial Chang
  • Language: English
Rating:

9.00

Course Description
financial derivatives application 
Assessment
50 final 10 homework 40 mid term
Grading

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Burst 4 Boy shared this review at 1:02am 8 September 2016
  • Professor: Dr. Hongsong ZHANG
  • Language: English
Rating:

8.00

Course Description
Useful but difficult content.
Assessment
Mid-term, Final, Assignment 
Grading

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