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Faculty of Economic at The University of Tokyo 4801: Mathematical Finance and Derivatives Summer A.Takahashi This course covers mathematical finance which includes theoretical and numerical topics on derivatives.

Faculty of Economic at The University of Tokyo 5702: Mathematics II Winter Kamiya This course covers basic topics in calculus: elementary topology, derivatives, inverse and implicit function theorems, integral, and nonlinear programming.

Faculty of Economic at The University of Tokyo 4093: Bond Portfolio Management Winter A.Takahashi This course will give theoretical and practical introduction to bonds, interest-rate products and their derivatives.

Derivatives (EKM 3208) The course introduces students to financial derivatives which values are derived from some other securities or commodities. The course explores the derivative security pricing and its real world application. Course topics include an overview of futures, forwards, and options markets; the mechanics, determination of forwards and futures prices, hedging strategies using futures and SWAPS; the mechanics of options markets, properties of stock options, trading strategies involving options, and valuing stock options using the Back-Scholes Model. Issues regarding shortcomings of theoretical models of derivatives and ways of minimizing their impacts on the effectiveness of a hedge will also be

Faculty of Economic at The University of Tokyo 4015: Mathematics for Economics Summer Choi This course teaches mathematical methods necessary for understanding economic literature. The major topics such as static and dynamic optimization problems are covered. To register this course, students are expected to have knowledge of simple mathematics such as derivatives, limits, and so on.

Faculty of Business and Accountancy University of Malaya Faculty : Business and Accountancy Department : Finance and Banking Programme of Study : Bachelor of Business Administration Bachelor of Accounting Course Code : CBEB 3308 Course Title : Derivatives Market Credit Hours : 3 Course Pre-requisite(s) / Minimum Requirement(s) : None Learning Outcomes : At the end of this course, students should be able to; 1. Compare and contrast between the different types of derivatives instruments. 2. Identify the pricing mechanism for the different types of derivatives instruments. 3. Discuss the different features of derivatives instruments traded in Bursa Malaysia Derivatives Market. 4. Develop replication, synthetics and arbitrage strategies when trading in derivatives instruments. 5. Evaluate the appropriate option strategies

Faculty of Economic at The University of Tokyo 4805: FInancial Institutional Risk Management Summer Ikemori & Miyake This course covers the applications of derivatives by banks and corporations, including pricing, structures, and risk management.

Faculty of Economic at The University of Tokyo 5055: Introduction to Stochastic Calculus for Finance Summer D.Nakazato The lecture launches from the Black-Scholes non-arbitrage valuation theory base, then penetrates through the core of the Heath-Jarrow-Morton interest rate term structure model. It is destined for the hazard rate process for the credit portfolio evaluation where an art of financial engineering entangle with sophistication of actuarial mathematics. Current and hot topics on derivatives evaluation will be covered from theoretical perspectives aiming at practical solutions.

FINA0301 C.D Derivatives Semester : 1 For Student of Year : 2 & 3 To provide a comprehensive analysis of the properties of options and futures and to offer a theoretical framework within which all derivatives can be valued and hedged. Topics covered: simple arbitrage relationships for forward and futures contracts, hedging and basis risk, stock index futures, swaps, trading strategies involving options, valuation of options using a binomial model and the Black-Scholes formula, stock indices, currencies and futures, and exotic options. Course Outline : Extra Information Prerequisite: For students admitted to 1st year of study in 2005-06 or

MFIN7009 Financial Engineering 7 Zhang, Jin General Information Financial engineering is the design, development, and implementation of innovative financial products and of financial processes in the major market segments of currency, interest rates, equities, and commodities, for trading, investment, hedging, and risk management, using methods developed in finance, economics, mathematics, physics, and computational science. Potential topics include, but are not limited to, credit risk derivatives, insurance derivatives, exotic derivatives, volatility calibration, implementation of trading systems using Reuters, and advanced term structural models. Extra Information Prerequisite: Mathematical Techniques of Finance I

Address 3-29-1 Otsuka, Bunkyo-ku, Tokyo, 112-0012, Japan Access Our Tokyo Campus is a 3 minute walk from Myogadani station (M23) on the Tokyo Metro Subway Marunouchi Line. Myogadani station is 5 minutes past Ikebukuro station, and 11 minutes past Tokyo station.

MFIN7004 Financial Services Regulations Hsu, Berry General Information This course provides students with the legal background necessary to comply with the regulatory requirements in banking and finance. It covers the legal aspects of corporate governance, the legal framework of banking and finance, and financial products, including derivatives. This course also provides students with background on market access in financial services, as China embarks on liberalization of its financial markets as a member of the WTO. Extra Information Equivalent to MFIN6011 Derivatives: Law & Regulation

MFIN7011 Credit Risk 8 Tang, Dragon General Information A comprehensive analysis of credit risk measurement and credit derivatives. Topics include credit events, expected default frequency, expected exposure, loss given default, default correlation, KMV, Credit Metrics, credit ratings performance and migration, total return swaps, credit default swaps, basket default swaps, credit spread forwards and options, exotic credit derivatives, credit-linked notes, and collateralized debt obligations. Extra Information equivalent to MFIN6016 Seminar in Credit Risk Management Prerequisites: 1. Spreadsheet Modelling in Finance; 2. Derivative Securities; and 3. Fixed Income Securities & Interest Rating Modelling

Derivatives Markets The main purposes of this course are: 1) to understand concepts, principles, and tools for the analysis and valuation of derivative securities such as Forwards, Futures, Swaps, and Options, which are being applied in modern corporate finance, investments, and the management of financial institutions and 2) to obtain basic skills to apply your understanding of derivative securities for Risk Management and Financial Engineering.The knowledge and skills about derivative securities allow you to pursue many goals, which cannot be achieved only with traditional securities, in investments, risk management, and management of corporations. In other words, you will extend

FINA0804 Fixed income securities Semester : 1 & 2 For Student of Year : 2 & 3 Lecturer : Gao, X. An integrated analysis of the market institutions, theory and empirical evidence in the area of fixed-income markets. Topics covered: Treasury markets, bond mathematics, arbitrage-free models of the term structure, corporate-debt pricing, convertible bonds, primary mortgage markets and securitization, immunization and portfolio insurance, valuation of futures and options on bonds, embedded options, and interest rate risk management. Extra Information Prerequisite: For students admitted to 1st year of study in 2005-06 or before: BUSI0016/FINA1002 Introduction to finance and FINA0301 Derivatives securities. For students