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FI4503: DERIVATIVES AND TREASURY MANAGEMENT (2022-2023)

Last modified: 31 May 2022 13:19


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

Details, including assessment, may be subject to change until 31 July 2022 for 1st half-session courses and 23 December 2022 for 2nd half-session courses.

Contact Teaching Time

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

Teaching Breakdown

  • 1 Lecture during University weeks 26 - 35, 39
  • 1 Tutorial during University weeks 28 - 32, 34 - 35

More Information about Week Numbers


Details, including assessment, may be subject to change until 31 July 2022 for 1st half-session courses and 23 December 2022 for 2nd half-session courses.

Summative Assessments

Alternative Assessment

Online Class Test (25%);

Final assessment, 2.5 hours duration, available for 48 hour period (75%)

Alternative Resit

Final assessment, 2.5 hours duration, available for 48 hour period  (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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