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MAF308 - Derivative and Fixed Interest Securities

Unit details

Year2016 unit information
Enrolment modes:Trimester 2: Burwood (Melbourne), Cloud (online)
Credit point(s):1
EFTSL value:0.125
Unit chair:

P Wang

Prerequisite:

MAF203

Corequisite:Nil
Incompatible with: Nil
Contact hours:

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

Cloud (online): Learning experiences are via CloudDeakin

Content

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

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

All Commonwealth Supported Place (CSP), fee paying undergraduate and pre-2016 commencing students

Unit fee information available soon


2016 commencing International and full fee paying postgraduate domestic students

Your units are priced based on the course you are enrolled in. Please refer to the current year's course entry to estimate the unit cost.


You can calculate the cost of each unit by using the following calculation:


Course fee x unit EFTSL value = unit price

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