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|Offered at:||(B, X)|
MAE356/MAF356/MAF256 or MAF307
|Contact hours:||1 x 2 hour lecture, 1 x 1 hour tutorial per week|
|Note: Online teaching methods require internet access. Please refer to the most current computer specifications.|
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.
Test (Online) 20%, Written Assignment 2000 words 20%, 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
|Student Contribution Rate*||Student Contribution Rate**||Student Contribution Rate***||Fee rate - Domestic Students||Fee rate - International students|
* Student contribution rate for Commonwealth Supported students who commenced studies from 2010
** Student contribution rate for Commonwealth Supported students who commenced studies from 2009
*** Student contribution rate for Commonwealth Supported students who commenced studies from 2008
Please note: Unit fees listed do not apply to Deakin Prime students.