Dr. Thomas Flavin
- BBS (1993, University of Limerick);
- H. Diploma in Economic Science (1994, NUIM);
- M.A. in Economics and Finance (1995, NUIM);
- D. Phil (1999, University of York).
Research Fields/Interests (keywords)
- Financial contagion and shock transmission
- Financial market integration;
- Macroeconomic and financial markets interactions.
FN608: Advanced Derivatives
This module provides in-depth analysis of Forwards, Futures and Option contracts. We learn how to price these products and use them to hedge risk in the market place. We then proceed to Credit risk and the associated process of securitisation. The operation of markets for single-name Credit Default Swaps (CDS) and multi-name Collateralised Debt Obligations (CDO) are examined.
FN609: International Finance
This module examines the theoretical and empirical connections between national asset markets. Topics may include hedging currency exposure, exchange rate determination, efficiency of foreign exchange markets, international parity conditions and international portfolio flows, and an analysis of models of asset market contagion.
FN690: Finance Thesis
All MA Finance and MSc Economic and Financial Risk Analysis students must complete a Thesis in a subject area related to their programme of study.
FN307: Derivatives I
Derivative securities are an integral part of the financial system. Derivatives I covers forward contracts, futures contracts and swaps. It examines pricing mechanisms and illustrates how these securities can be employed to manage risk at both the corporate and macro level. The module combines the theoretical underpinnings of these derivative contracts with a practical approach which illustrates the main uses and combinations of these assets to all financial market participants.
FN308: Derivatives II
This course examines a broad range of option contracts, including stock options, stock index options, currency options, and futures options. Topics covered include the pricing of options, the use of options in risk management and an introduction to credit derivatives.
EC399: Economic Thesis
Final-year students of Economics and Finance must complete a Thesis in a subject area related to their programme of study.
Lisa Sheenan – 1st year, 2009-10;
Dr. Thomas O’Connor, 2007