| CODE | BFI5404 | ||||||||||||
| TITLE | Structured Investment Products | ||||||||||||
| UM LEVEL | 05 - Postgraduate Modular Diploma or Degree Course | ||||||||||||
| MQF LEVEL | 7 | ||||||||||||
| ECTS CREDITS | 5 | ||||||||||||
| DEPARTMENT | Banking, Finance and Investments | ||||||||||||
| DESCRIPTION | This study-unit will describe the main classes of structured investment products. The program will focus on how structured products can be used to reach capital protection, or achieve yield enhancement or participation in any asset class. Then attention will be concentrated on the pricing and risk management issues of structured products. Study-Unit Aims: The aim of this study-unit focuses on how structured investment products can be used by investors to access a large variety of underlying and risk/return profiles. Also, what are the pricing and risk issues to consider when investing and trading structured products. This is achieved through the use of a combination of theoretical lessons and pricing workshops. Learning Outcomes: 1. Knowledge & Understanding: By the end of the study-unit the student will be able to: - Explain the rationale underlying the use of structured products; - Explain how to break down structured products into their base building blocks; - Explain how to price structured products in the current financial markets; - List and explain the main valuation and risk measures relevant to structured products. 2. Skills: By the end of the study-unit the student will be able to: - Construct a structured investment product; - Price structured investment products in the current financial markets; - Assess the risk profile of structured investment products; - Construct and read a Payoff Diagram; - Construct and read a Payoff Formula; - Construct and read a Term-Sheet. Main Text/s and any supplementary readings: Andreas Blumke, How to Invest in Structured Products, a Guide for Investors and Asset Managers, Wiley, 2009 - Available A Lecturer's reading pack is also provided |
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| ADDITIONAL NOTES | Pre-requisite Qualifications: B.Com. (Hons.) Banking & Finance, B.Com. Banking & Finance Major or equivalent | ||||||||||||
| STUDY-UNIT TYPE | Lecture | ||||||||||||
| METHOD OF ASSESSMENT |
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| LECTURER/S | Mark Azzopardi |
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The University makes every effort to ensure that the published Courses Plans, Programmes of Study and Study-Unit information are complete and up-to-date at the time of publication. The University reserves the right to make changes in case errors are detected after publication.
The availability of optional units may be subject to timetabling constraints. Units not attracting a sufficient number of registrations may be withdrawn without notice. It should be noted that all the information in the description above applies to study-units available during the academic year 2025/6. It may be subject to change in subsequent years. |
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