MAF430 - Advanced Derivative Securities
|Year||2016 unit information|
|Enrolment modes:||Trimester 1: Burwood (Melbourne)|
|Cohort rule:||(For Bachelor of Commerce (Honours) students only)|
|Contact hours:||1 x 3 hour seminar per week|
The aim of the unit is to introduce students to the theory and practice of pricing and buying derivative securities for hedging purposes across different markets. The unit will focus on the theoretical frameworks associated with the different pricing models for options, futures, interest rate derivatives, foreign exchange, swaps and exotics. This unit will provide an understanding of the framework of derivative instruments available in Australia and internationally. It also covers a number of research issues directly related to derivative assets and markets.
Written Assignment 3000 words 30%
Presentation (individual or group/2 students) 10%
Examination 2 hours 60%
Unit Fee Information
All Commonwealth Supported Place (CSP), fee paying undergraduate and pre-2016 commencing students
Unit fee information available soon
2016 commencing International and full fee paying postgraduate domestic students
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