Course Information
Price
HKD 33,450
CEF Reimbursable
CEF Reimbursable
Study Mode
Location
-
Course Overview
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
15/002938/L6
QF Level / 資歷架構級別
6
CEF Registration Invalid From / 基金課程登記失效日期
27-JAN-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
15/002938/L6
QF Level / 資歷架構級別
6
CEF Registration Invalid From / 基金課程登記失效日期
27-JAN-27
What You’ll Learn
(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)
