MAF713 - Derivatives and Financial Risk Management
| Year: | 2024 unit information |
|---|---|
| Enrolment modes: | Trimester 1: Burwood (Melbourne), Online |
| Credit point(s): | 1 |
| EFTSL value: | 0.125 |
| Previously: | Futures, Options and other Derivatives |
| Prerequisite: | MAF759 |
| Corequisite: | Nil |
| Incompatible with: | MAF308 |
| Study commitment | Students will on average spend 150 hours over the teaching period undertaking the teaching, learning and assessment activities for this unit. This will include educator guided online learning activities within the unit site. |
| Scheduled learning activities - campus | 1 x 3 hour on-campus seminar (recordings provided) each week. |
| Scheduled learning activities - online | 1 x 3 hour recorded seminar each week and 1 x 1 hour online seminar in Weeks 3, 6 and 9. |
Content
The unit introduces students to the mechanics of the main categories of derivative securities including options, futures, forwards and swaps on instruments such as stocks, stock indices, currencies and interest rates. The unit focuses on the theoretical framework of the different pricing models for derivatives and the use of derivatives for hedging, speculating and arbitraging purposes. It also covers some case studies on corporate disasters associated with derivative usage.
Hurdle requirement
Hurdle requirement: Achieve at least 50% of the marks available on the Assessment 3 to evidence a minimum proficiency in the aligned finance discipline learning outcomes included in this unit.
Unit Fee Information
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