代写125.781 Advanced Financial Risk Management Semester 2 2024代做Prolog

125.781

Advanced Financial Risk Management

COURSE GUIDE

Manawatu Internal and Distance

(MTUI & DISD)

Semester 2 2024

Course Staff

My major teaching subjects are Corporate Finance and Research and Analytics in Economics and Finance. My research interests cover a wide range, including corporate finance, portfolio investments, and asset pricing.

What is this course about?

Summary of the course

This course considers the roles of financial risk management in reducing risk and/or increasing returns in an organization. Students will be exposed to advanced financial risk management from both theoretical and empirical perspectives.

Course student learning outcomes

Students who successfully complete this paper should be able to:

1)       Appraise current academic research in the area of risk management and risk management strategies used by firms.

2)       Design and implement advanced forward and futures hedging strategies in order to manage financial risk.

3)       Assess the pricing of derivatives and appraise their implications in hedging risk.

4)       Articulate the principles of credit risk, Value-at-Risk and strategies used by firms to manage such risks.

Relationship to other courses

You may enroll in a postgraduate course (that is a 700-, 800- or 900-level course) if you meet the prerequisites for that course and have been admitted to a qualification which lists the course in its schedule.

Prerequisite(s): 125.700 or 125.330 or Appraisal Required.  You need to complete the course or courses before moving onto this one.

Corequisite courses: 125.700. You need to complete the corequisite course at the sametime as doing this one.

Overview of the topics covered

MODULE 1: Futures and Swaps
Week 1	Derivative Contracts and Markets
Week 2	Futures and Hedging Strategies using Futures
Week 3	Interest Rate and Interest Rate Futures
Week 4	Pricing of Futures
Week 5	Swaps
MODULE 2: Options
Week 6	Stock Options
Week 7	Internal Test
Week 8	Trading Strategies involving Options
Week 9	Pricing of Options
MODULE 3: VaR and Credit Risk
Week 10	Value at Risk & Credit Risk
MODULE 4: Others
Week 11	Student Oral Presentation
Week 12	Final Review

How is this course assessed?

NB. Due to the potential of unforeseen pandemic developments, please refer to the course Stream site for updated information regarding lectures, assessments, etc. This information will be regularly updated if the situation changes.

The assessment components

Assessment	Learning Outcomes	Percentage Weighting	Due Dates
Internal Test	1,2,3	10%	Week 7
Case Study	1,2,3,4	10%	Week 12
Written/Presentation Assignment	1,2,3,4	30%	Week 12
Final Exam	1,2,3,4	50%	TBC

Assignment Extensions

An extension of time to complete an assignment maybe granted at the discretion of the course coordinator in the case of unforeseen circumstances such as misadventure or illness.  Applications for an extension of time should be made to the course coordinator by  email  or  in  person.  You  may  be  required to  substantiate  your  application  with appropriate documentary evidence such as medical certificates, accident reports etc. (Please note that work commitments, computer failures, or lack of commitment from other group members are usually considered insufficient grounds for an extension.)

Please let your course or offering coordinator know as soon as possible if you need an extension.  We want to assist, but we need to hear from you.

Late Assignments

We expect that you will work diligently to manage your workload and   plan assignment preparation so you can submit in a timely fashion. This is part of the expectations for academic study. However, we also know that unexpected circumstances can and do arise.

If you do miss the deadline and you did not ask for an extension, you may still submit your assignment late. However, in usual circumstances:

•     A penalty of 2 marks out of 100 per day (including weekends) will be applied to the final mark.

•     Assignments that are 8-14 days late may receive little, if any, written feedback and may not be returned within the three-week turnaround time.

If your assignment arrives 15+ days after the deadline it will not be marked, and you will receive a zero grade.

Student Submission of Assignments

Many of you are aware of the increasing difficulties educational institutions are having  dealing with issues of plagiarism.  This problem impacts on students as it disadvantages honest students, undermines the credibility of the qualification, and takes up huge staffing resources that could be better spent elsewhere. Massey uses Turnitin®,a text matching web application, as one of a variety of methods and technologies to detect and deal with the problem. The electronic version of the assignment you submit will be compared with material available on the worldwide web including many electronic books,journals, newspapers, cheat sites (or paper mills), webpages and previously submitted assignments.

Please gotohttp://www.massey.ac.nz/?ta5c75148n for instructions on how to upload your  assignments to the Stream course website.