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|Enrolment modes:||(B, X)|
|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.
Assessment 1 (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
|Student Contribution Rate*||Student Contribution Rate**||Fee rate - Domestic Students||Fee rate - International students|
* 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.