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|Enrolment modes:||Trimester 2: Burwood (Melbourne), Cloud (online)|
1 x 2 hour class, 1 x 1 hour seminar per week
|Note: You will need to access substantial learning resources and experiences in CloudDeakin (Deakin’s online learning environment). Compliance with the Standards in computing, connectivity and student capability are a condition on your enrolment.|
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
Unit fee information available soon