The Lee Kong Chian School of Business

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The Lee Kong Chian School of Business
Academic Year 2010 /11
Term 2
QF 301 STRUCTURED FINANCE
Instructor Name
Title
Tel
Email
Office
: Christopher Ting
: Associate Professor of Quantitative Finance Practice
: 6828-0364
: [email protected]
: LKCSB #5036
COURSE DESCRIPTION
The first part of this course provides a foundation in basic financial instruments (underlying assets) and
derivatives (forwards, futures, swaps, and options). For the second part, invited guest speakers from the
industry will share with the class practical issues and latest views related to structured products.
LEARNING OBJECTIVES
At the end of the course, student will be able to:
 Explain the basic aspects of financial markets for 4 major asset classes (currency, commodity, stock,
and fixed income)
 Explain the basic aspects of financial derivatives such as cost of carry, securitization, structuring, and
risk engineering & hedging
 Solve simple financial structuring problems of practical interest to the practitioners
PRE-REQUISITE/ CO-REQUISITE/ MUTUALLY EXCLUSIVE COURSE(S)
Students are to refer to the Course Catalogue on OASIS for the most updated list of pre-requisites/corequisites for this particular course.
Do note that if this course has a co-requisite, it means that the course has to be taken together with another
course. Dropping one course during BOSS bidding would result in both courses being dropped at the same
time.
ASSESSMENT METHODS
Students will be assessed through class participation (via a short presentation) (15%), two assignments (2x25%)
set by the invited guest speakers, and a final examination (35%).
Academic Integrity
Students are responsible for honest completion and representation of their work. University-wide code of
conduct applies.
INSTRUCTIONAL METHODS AND EXPECTATIONS
Lectures
Students are explained the basic concepts financial derivatives in the first half of the course lasting 7 weeks. In
the second half of the course, the invited speakers lecture on the applications of derivatives in the industry,
provide a current market view and explain structured products.
Mini Class Presentation
Through the mini class presentation, students are to go through the process of gathering information and
understanding the applications of financial products and the concerns of various interested parties with regards
to the products.
Assignments
The invited guest speakers will set a total of two assignments based on their lectures. These assignments are
expected to be completed over a period of about two weeks each.
Examination
There will be a final exam which will focus on the materials covered in the first half of the course, i.e. the
fundamentals of financial derivatives. No make-up exams will be allowed without prior permission.
CONSULTATIONS
Two hours of office consultation are available each week. Email questions are welcomed at any time.
CLASS TIMINGS
This course will be taught in one 3-hour session.
RECOMMENDED TEXT AND READINGS
Options, Futures and Other Derivatives (John Hull)
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