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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:

MAF202 or 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

If you are:

Domestic

  • in a Commonwealth Supported Place (CSP) - refer to Unit based calculation below.
  • an undergraduate full fee paying student - refer to Unit based calculation below.
  • postgraduate full fee paying students commenced before 2016 - refer to Unit based calculation below.
  • postgraduate full fee paying students commencing in 2016 - refer to Course based calculation below.
  • a non-award student - refer to Unit based calculation below.

International

  • an undergraduate, postgraduate or Higher Degree by Research student commenced before 2016 - refer to Unit based calculation below.
  • an undergraduate, postgraduate or Higher Degree by Research student commencing in 2016 - refer to Course based calculation below.
  • a non-award student - refer to Unit based calculation below.

Course based calculation

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


Unit based calculation

Your tuition fees are calculated on the units you enrol in. This means your fees are based on the units you choose to study and not a fixed course price. The tuition fees for this unit are displayed in the table below:


Student Contribution Rate*Student Contribution Rate**Fee rate - Domestic Students Fee rate - International students
$1305$1305$2753$2923

* Rate for all CSP students, except for those who commenced Education and Nursing units pre 2010
** Rate for CSP students who commenced Education and Nursing units pre 2010
Please note: Unit fees listed do not apply to Deakin Prime students.

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