課程資料
價錢
HKD 33,450
CEF可獲發還款項課程
CEF可獲發還款項課程
課程級別
學習模式
地點
-
1次瀏覽
課程簡介
Assessment Methods / 評核方式
(A) Assessment Items and Their Weightings: (1) Coursework* (60%) (2) Exam (40%) [*Coursework may include homework problems, quiz(zes), project(s), etc.] (B) Completion Requirements: (1) Pass both coursework & exam (Passing mark: 40%) (C) CEF Reimbursement Requirements: (1) Attendance: 70% (2) Pass both coursework & exam (Passing mark: 50%)
Entry Requirement / 入學要求
Bachelor's Degree holders
Instructor's Qualifications / 導師資歷
Master degree/PhD in relevant disciplines (e.g. Accounting, Finance)
QR Number / 資歷名冊登記號碼
15/002937/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-APR-27
(A) Assessment Items and Their Weightings: (1) Coursework* (60%) (2) Exam (40%) [*Coursework may include homework problems, quiz(zes), project(s), etc.] (B) Completion Requirements: (1) Pass both coursework & exam (Passing mark: 40%) (C) CEF Reimbursement Requirements: (1) Attendance: 70% (2) Pass both coursework & exam (Passing mark: 50%)
Entry Requirement / 入學要求
Bachelor's Degree holders
Instructor's Qualifications / 導師資歷
Master degree/PhD in relevant disciplines (e.g. Accounting, Finance)
QR Number / 資歷名冊登記號碼
15/002937/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-APR-27
課程內容
(1) Futures markets and hedging strategies using futures (5 hours) (2) Introduction to options and B-S model (5 hours) (3) Greeks and use of B-S model for replication (5 hours) (4) American option pricing (6 hours) (5) Stochastic models of the stock prices and derivation of Black-Scholes model (6 hours) (6) Statistical techniques in estimating volatitlities (6 hours) (7) Value at risk (6 hours)
