Rhedir gan Bangor Business School - (Changsha)

10.000 Credyd neu 5.000 Credyd ECTS

Semester 2

Trefnydd: Ms Wendy Ashurst

To provide an introduction to the key concepts of market risk analysis and financial engineering. This module examines derivatives such as options, swaps, and securitization.

The module will look at how derivatives can be used for speculative, hedging, and arbitrage strategies, how derivatives are priced, and how they can be used to manage risk.

Microsoft Excel is used for the testing and application of theories.

Introduction to financial derivatives, option strategies, structured products, option pricing (binomial model and Black-Scholes), greeks, volatility trading, swaps, and interest rate risk and management.

da

B- to B+ (60-69%): Very good performance Most of the relevant information accurately deployed. Good grasp of theoretical/conceptual/practical elements. Good integration of theory/practice/information in pursuit of the assessed work's objectives. Evidence of the use of creative and reflective skills.

ardderchog

A- to A+ (70%+): Outstanding Performance. The relevant information accurately deployed. Excellent grasp of theoretical/conceptual/practice elements. Good integration of theory/practice/information in pursuit of the assessed work's objectives. Strong evidence of the use of creative and reflective skills.

C- i C+

C- to C+ (50-59%): Much of the relevant information and skills mostly accurately deployed. Adequate grasp of theoretical/conceptual/practical elements. Fair integration of theory/practice/information in the pursuit of the assessed work's objectives. Some evidence of the use of creative and reflective skills.

trothwy

D- to D+ (40-49%): No major omissions or inaccuracies in the deployment of information/skills. Some grasp of theoretical/conceptual/practical elements. Integration of theory/practice/information present intermittently in pursuit of the assessed work's objectives.

1. Evaluate the role of derivatives in market risk analytics and in strategic decision making

2. Demonstrate a broad understanding of the role of swaps in managing interest rate risks

3. Comprehend and analyse the role of stochastic modelling in derivative pricing

4. Perform a detailed assessment of how to create hedging and speculating strategies depending on the risk preferences of the firm and economic climate

5. Develop and evaluate option and swap strategies for specific market risk problems.

		Oriau
Lecture	2-hour lecture per week, including some practical sessions within this time.	20
Private study	8-hours private study per week on average. This will involve revising lecture material, completing exercises, and textbook readings.	80

• Llythrennedd - Medrusrwydd mewn darllen ac ysgrifennu drwy amrywiaeth o gyfryngau
• Rhifedd - Medrusrwydd wrth ddefnyddio rhifau ar lefelau priodol o gywirdeb
• Hunanreolaeth - Gallu gweithio mewn ffordd effeithlon, prydlon a threfnus. Gallu edrych ar ganlyniadau tasgau a digwyddiadau, a barnu lefelau o ansawdd a phwysigrwydd
• Archwilio - Gallu ymchwilio ac ystyried dewisiadau eraill
• Adalw gwybodaeth - Gallu mynd at wahanol ac amrywiol ffynonellau gwybodaeth
• Sgiliau Rhyngbersonol - Gallu gofyn cwestiynau, gwrando'n astud ar atebion a'u harchwilio
• Dadansoddi Beirniadol & Datrys Problem - Gallu dadelfennu a dadansoddi problemau neu sefyllfaoedd cymhleth. Gallu canfod atebion i broblemau drwy ddadansoddiadau ac archwilio posibiliadau
• Cyflwyniad - Gallu cyflwyno gwybodaeth ac esboniadau yn glir i gynulleidfa. Trwy gyfryngau ysgrifenedig neu ar lafar yn glir a hyderus.
• Gwaith Tîm - Gallu cydweithio'n adeiladol ag eraill ar dasg gyffredin, ac/neu fod yn rhan o dîm gweithio o ddydd i ddydd
• Rheloaeth - Gallu defnyddio, cydlynu a rheoli adnoddau (dynol, ffisegol ac/neu ariannol)
• Dadl - Gallu cyflwyno, trafod a chyfiawnhau barn neu lwybr gweithredu, naill ai gydag unigolyn neu mewn grwˆp ehangach
• Hunanymwybyddiaeth & Ystyried - Bod yn ymwybodol o'ch cryfderau, gwendidau, nodau ac amcanion eich hun. Gallu adolygu ,cloriannu a myfyrio'n rheolaidd ar eich perfformiad eich hun ac eraill.

Gorfodol mewn cyrsiau:

• N392: BSc Banking & Finance (Bangor College, China) year 3 (BSC/BFINBC)