{"ModuleCode":"ECA5335","ModuleTitle":"Derivative Securities","Department":"Economics","ModuleDescription":"The module provides an in-depth analysis of the theories and models that are essential to the understanding of contingent claims. The course covers topics on mathematics of financial derivatives, stochastic models of securities price movements, Black-Scholes analysis and risk-neutral valuation, analytical and numerical procedures for various option-embedded products. Students taking this module are expected to have some basic knowledge of options and futures.","ModuleCredit":"4","Workload":"2-1-0-1-4","Preclusion":"EC5260","ExamDate":"2017-12-05T13:00+0800","Timetable":[{"LessonType":"Sectional Teaching","ClassNo":"1","DayText":"Tuesday","StartTime":"1830","EndTime":"2130","WeekText":"Every Week","Venue":"AS7-0119"}],"LecturePeriods":["Tuesday Evening"]}