Course Information
Price
HKD 29,800
CEF Reimbursable
CEF Reimbursable
Study Mode
Location
-
Course Overview
Assessment Methods / 評核方式
(A) Assessment Items and Their Weightings: 1) 20% class participation / discussion 2) 40% assignment 3) 40% examination (B) Completion requirements: 1) Pass the course overall assessment with the grade not lower than C- [Passing grade: C- (Grade Point 1.67/4.0 x 100% = approximately 42 marks)] C) CEF reimbursement requirements: 1) Attend 70% of the total contact hours or above 2) Pass the course overall assessment with the grade not lower than C 3) Achieve at least 50% or such higher overall passing mark [Passing grade: C (Grade Point 2.0/4.0 x 100% = approximately 50 marks)]
Entry Requirement / 入學要求
Applicants should possess: a) A Bachelor degree with honours from a recognized university or comparable institution, or a professional qualification deemed to be equivalent; AND b) Proof of English proficiency for applicants whose first degrees were obtained from non-English-medium institutions: a minimum IELTS 6.5 or TOEFL scores 550 (Paper-based) / 79 (Internet-based) or equivalent c) A satisfactory score on the Graduate Management Admission Test (GMAT)/Graduate Record Examination (GRE) is encouraged but not mandatory; d) For Part-Time mode, preference will be given to those with a minimum of 3 years of relevant work experience. e) Mandatory Requirements i) possess basic training/experience in Finance, Mathematics or Computer Science. This requirement can be satisfied by other qualifications. Refer to institution for detailed information. f) Admission interview is required
Instructor's Qualifications / 導師資歷
1. Have a Master's degree or above in related areas 2. Final approval from Provost
QR Number / 資歷名冊登記號碼
19/000803/L6
QF Level / 資歷架構級別
6
CEF Registration Invalid From / 基金課程登記失效日期
01-SEP-27
(A) Assessment Items and Their Weightings: 1) 20% class participation / discussion 2) 40% assignment 3) 40% examination (B) Completion requirements: 1) Pass the course overall assessment with the grade not lower than C- [Passing grade: C- (Grade Point 1.67/4.0 x 100% = approximately 42 marks)] C) CEF reimbursement requirements: 1) Attend 70% of the total contact hours or above 2) Pass the course overall assessment with the grade not lower than C 3) Achieve at least 50% or such higher overall passing mark [Passing grade: C (Grade Point 2.0/4.0 x 100% = approximately 50 marks)]
Entry Requirement / 入學要求
Applicants should possess: a) A Bachelor degree with honours from a recognized university or comparable institution, or a professional qualification deemed to be equivalent; AND b) Proof of English proficiency for applicants whose first degrees were obtained from non-English-medium institutions: a minimum IELTS 6.5 or TOEFL scores 550 (Paper-based) / 79 (Internet-based) or equivalent c) A satisfactory score on the Graduate Management Admission Test (GMAT)/Graduate Record Examination (GRE) is encouraged but not mandatory; d) For Part-Time mode, preference will be given to those with a minimum of 3 years of relevant work experience. e) Mandatory Requirements i) possess basic training/experience in Finance, Mathematics or Computer Science. This requirement can be satisfied by other qualifications. Refer to institution for detailed information. f) Admission interview is required
Instructor's Qualifications / 導師資歷
1. Have a Master's degree or above in related areas 2. Final approval from Provost
QR Number / 資歷名冊登記號碼
19/000803/L6
QF Level / 資歷架構級別
6
CEF Registration Invalid From / 基金課程登記失效日期
01-SEP-27
What You’ll Learn
A) Financial Derivatives 1) Basic features and trading of options (2 hours) 2) Factors affecting the value of option (2 hours) 3) Payoff diagrams of options (1 hour) 4) Option boundaries, parity and pricing (9 hours) 5) Synthetic options (2 hours) 6) Greek letters (6 hours) 7) Securities with option features (2 hours) 8) Basic features and trading of futures and forwards (2 hours) 9) Payoff diagrams and pricing of futures and forwards (3 hours) 10) Relationships of options, futures (forwards) and spots (1 hours) B) Risk Management 1) Development of risk management (1 hour) 2) Basics of VaR, sources of financial risk (1 hour) 3) Various approaches to measure VaR: a) variance-covariance approach b) historical approach c) Monte-Carlo simulation approach (2 hours) 4) Measuring VaR for various financial instruments a) portfolio risk b) derivatives c) fixed income securities (2 hours) 36 contact hours PLUS 2 to 3 hours examination
