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 to achieve trading objectives.
Synopsis of Course Contents : This course aims to expose students to the various types of derivatives
instruments traded in the local and international markets. It will enable
students to understand the basic techniques of valuing the various types
of derivative securities including forwards and futures, options and swaps,
its usage in the capital markets and in financial risk management.
Assessment : Continuous Assessment : 50%
Final Examination : 50%
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Category : University of Malaya
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Faculty of Business and Accountancy University of Malaya
Faculty : Business and Accountancy
Department :
Programme of Study :
Course Code :
Course Title :
Credit Hours :
Course Prerequisite(s) / None
Minimum Requirement(s) :
Learning Outcomes :
Faculty of Business and Accountancy University of Malaya
Faculty : Business and Accountancy
Department : Marketing and Information Systems
Programme of Study : Bachelor of Business Administration
Bachelor of Accounting
Course Code : CBEB2103
Course Title : Production Management
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. Demonstrate the basic understanding of production and operation
management.
2. Differentiate the different frameworks of production systems.
3. Apply the concepts of production functions in factory and service
management.
4. Identify current trends in production management.
5. Analyse techniques and models of decision making.
Synopsis of Course Contents : The course is divided
CBEB2308 Money and Banking
CBEB2310 Islamic Finance
CBEB2311 Financial Econometrics
CBEB2313 Mathematics for Finance
CBEB2320
Treasury Management
CBEB2321
Applied Financial Planning
CBEB3301
Risk Management and Insurance
CBEB3302
Investment
CBEB3308
Derivatives Market
CBEB3309
Bank Management
CBEB3310
Financial Markets and Institutions
CBEB3312
International Finance
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
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
4801: Mathematical Finance and Derivatives
Summer A.Takahashi
This course covers mathematical finance which includes theoretical and numerical topics on derivatives.
Faculty of Business and Accountancy University of Malaya`
: Finance and Banking
Programme of Study : Bachelor of Business Administration
Bachelor of Accounting
Course Code : CBEB1107
Course Title : Managerial Economics
Credit Hours : 13
Course Pre-requisite(s) /
Minimum Requirement(s) : None
Learning Outcomes : At the end this course, students should be able to:
1. Identify the discipline of microeconomics and, using an approach
combining theory, graphs and practical applications in analyzing
business-related issues.
2. Explain how economic units (such as consumers and producers) make
decisions and interact in the market and the current microeconomic
conditions in Malaysia.
3. Compare and contrast the different types of market structures and
economic systems.
4. Apply price theory based
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
Faculty of Business and Accountancy University of Malaya
Faculty : Business and Accountancy
Department : Finance and Banking
Programme of Study : Bachelor of Accountancy
Course Code : CFEA 3230
Course Title : Advanced Financial Management
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. Calculate and discuss historical returns, volatilities and risk premiums
using examples from Malaysian capital market.
2. Apply the concepts of financial return and risk to long-term decisionmaking
and explain the relationships between them.
3. Identify different approaches that are used to estimate cost of capital,
the effects of leverage on risk and
Portofolio Theory And Investment Analysis (EKA 4601)
This course gives a systematic and practical approach to active portfolio management. Specifically, the course is designed to provide a comprehensive understanding of investment decisions, capital market mechanisms, efficient market hypothesis, and portfolio theory and analysis. The subjects covered in this course include capital market (institution, instrument, and mechanisms), assets valuation, Capital Assets Pricing Model (CAPM), Arbitrage Pricing Model (APM), and derivatives.
Academic Programmes
Undergraduate
Bachelor of Accounting (BAcc)
Bachelor of Business Administration (BBA)
FOR INTERNATIONAL APPLICANTS, PLEASE CLICK HERE
Postgraduate
Doctor of Philosophy (Ph. D)
Master of Business Administration (MBA)
Master of Management (MM)
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 2308
Course Title : Money and Banking
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. Identify the basic economics principles about the structure of financial
markets, foreign exchange markets, financial institution management
and the role of monetary policy in the economy.
2. Explain how interest rate is determined, by applying the relevant
theories and using the appropriate framework.
3. Demonstrate deep understanding on the effect
Faculty of Business and Accountancy University of Malaya
Faculty : Business and Accountancy
Department : Marketing and Information Systems
Programme of Study : Bachelor of Business Administration
Bachelor of Accounting
Course Code : CBEB2105
Course Title : Business Research
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. Describe the importance of scientific research in business.
2. Differentiate among the various methods and techniques in business
research.
3. Differentiate different methods and approaches in conducting research.
4. Apply the techniques and concept in a research project in a systematic
manner.
5. Analyse the data collected from the research.
Synopsis of Course
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
5503: Derivatives
Summer Kobayashi
This course explains the basics of the main derivative instruments and describes their uses. The aim of this course is to provide you with an overall picture of the derivative instruments linked to equities, interest rates, credit events and currencies, and to take the mystery out of the associated jargon. In this course, you will explore:
- various derivative instruments, namely forwards, futures, options and swaps
- the uses of these instruments and who uses them
- the basic principle of how their prices are determined
- new products and the reasons why they are developed