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FI4503: DERIVATIVES AND TREASURY MANAGEMENT (2020-2021)

Last modified: 05 Aug 2021 13:04


Course Overview

The main aim of this course is to provide students with a thorough understanding of basic derivative contracts: options, forwards, futures, swaps, interest rate derivatives, written on a variety of underlying instruments. It will introduce students to essential areas in derivatives from both theoretical and practical perspective: the pricing mechanism of derivatives and mathematical derivation of Black-Scholes model, the derivatives trading, the organization and structure of derivatives markets. The course will equip students with good analytical skills in order to be able to incorporate derivatives into asset portfolio management, use them for hedging purposes, apply different derivatives trading strategies.

Course Details

Study Type Undergraduate Level 4
Session Second Sub Session Credit Points 30 credits (15 ECTS credits)
Campus Aberdeen Sustained Study No
Co-ordinators
  • Dr Fotios Papadimitriou

Qualification Prerequisites

  • Programme Level 4

What courses & programmes must have been taken before this course?

What other courses must be taken with this course?

None.

What courses cannot be taken with this course?

None.

Are there a limited number of places available?

No

Course Description

  • Risk modelling
  • Futures
  • Futures and hedging
  • Pricing and regulatory issues
  • Decomposition and synthesis
  • Option pricing
  • Real options and option applications
  • Portfolio performance
  • Treasury management
  • Development of pricing models
  • Regulation and accounting for derivatives

In light of Covid-19 this information is indicative and may be subject to change.

Contact Teaching Time

Information on contact teaching time is available from the course guide.

Teaching Breakdown

  • 1 Seminar during University weeks 27 - 30
  • 1 Tutorial during University weeks 31, 33 - 34

More Information about Week Numbers


In light of Covid-19 and the move to blended learning delivery the assessment information advertised for second half-session courses may be subject to change. All updates for second-half session courses will be actioned in advance of the second half-session teaching starting. Please check back regularly for updates.

Summative Assessments

Online Class Test (25%);

Final one week assessment (75%)

Resit (for students who took the course in Academic Year 2020/21):   

A one week assessment (100%)

Resit (for students who took the course in Academic Year 2019/20 or for C8 students):   

A one week assessment (100%)

Formative Assessment

There are no assessments for this course.

Course Learning Outcomes

Knowledge LevelThinking SkillOutcome
FactualRememberILO’s for this course are available in the course guide.

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