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MAF308 - Derivative and Fixed Income Securities

Unit details

Year2018 unit information
Enrolment modes:Trimester 1: Burwood (Melbourne), Cloud (online)
Trimester 2: Burwood (Melbourne), Cloud (online)
Credit point(s):1
EFTSL value:0.125
Unit chair:

Mong Shan Ee (Trimester 1), Peipei Wang (Trimester 2)


MAF101 and MAF203

Incompatible with: Nil
Contact hours:

Campus: 1 x 2 hour class, 1 x 1 hour seminar per week

Cloud (online): Online independent and collaborative learning activities including 3 scheduled online seminars


The unit focuses on the conceptual aspects concerning the mechanics and pricing of the three main categories of derivative securities options, forwards/futures and swaps. Specific topics that will be covered include basic pricing concepts, arbitrage and trading strategies, Black-Scholes analysis, the Binomial model and hedging principles.


Assessment 1 - Cloud (Online) - Individual test 10%

Assessment 2 (Group of 3 students) - Problem solving and report - 3000 words 30%

Examination 2 hours 60%

Hurdle requirement: achieve at least 50% of the marks available on the examination and 50% of total assessment

Unit Fee Information

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