Estimate the Price and Value of different types of Derivative Contracts using financial theory and mathematical models.

Learning outcomes and pass attainment level:

1. Compare the features of different types of Derivative Contracts including forwards, futures, options and Swaps.

2. Assess the functioning of the global derivative markets and the ethical considerations as well as responsibility in the use of derivative contracts.

3. Evaluate the price and value of different financial derivatives using the No Arbitrage Principle.

4. Estimate the Price and Value of different types of Derivative Contracts using financial theory and mathematical models.

Structure of the assignment

The assignment requires you to respond to three different requirements in a report format. The total word count (excluding numerical calculations and analysis to be provided in appendix) is 3000 words (± 10%).

When determining the amount of effort and words (though suggested for each) for each section of the assignment it will be advisable to examine the weighting of the marks allocated to requirements. The recommended font size is 12 (Arial or Times New Roman) and round numbers to two decimal points. Make sure you cover all the requirements in adequate detail.

Estimate the Price and Value of different types of Derivative Contracts using financial theory and mathematical models.
Scroll to top