Current students

Course search

Unit details

Return to previous page

MAF308 - Derivative Securities

Note: You are seeing the 2013 view of this unit information. These details may no longer be current. [Go to the current version]
Enrolment modes:(B, X)
Credit point(s):1
Offerings: Trimester 2
EFTSL value: 0.125
Unit chair:

P Wang

Prerequisite:

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

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
$1224$1224$2506$2660

* 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.

Return to previous page

Deakin University acknowledges the traditional land owners of present campus sites.

8th June 2007