Unit details
MAF308 - Derivative Securities
| Offered at: | (B, X) |
|---|---|
| Credit point(s): | 1 |
| Offerings: | Trimester 2 |
| EFTSL value: | 0.125 |
| Unit chair: | P Wang |
| Prerequisite: | MAE356/MAF356/MAF256 or MAF307 |
| Corequisite: | Nil |
| Incompatible with: | Nil |
| 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. | |
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
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 |
| $1178 | $1178 | $1178 | $2386 | $2562 |
* 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.
