Nanyang Technological University

Nanyang Business School

Nanyang Business School - Undergraduate Programmes

Course Description

BF307 / BF2209 Derivative Securities

Acad Unit: 4
Pre-requisite: BF2201 / BF2201, AB1201 (for students in AY12 batch onwards); BF2201, BU8201 (B+) - for Minor in Finance students only; BF2201 (for students in AY11 batch and before)

Course Description:

The course should provide students with the knowledge of (1) the use of derivatives for trading, investment and risk management purposes; (2) the relative cost/benefit of these strategies; (3) the key derivative pricing principles and theories. This course focuses on currency and share as the underlying assets, except for interest rate swap and credit default swap.