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Unit details

MAF430 - Advanced Derivative Securities

Year2015 unit information
Enrolment modes:Trimester 1: Burwood (Melbourne)
Credit point(s):1
EFTSL value:0.125
Cohort rule:(For Bachelor of Commerce (Honours) students only)
Unit chair:

M Chng

Prerequisite:

Nil

Corequisite:

Nil

Incompatible with:

Nil

Contact hours: 1 x 3 hour seminar per week

Content

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.

Assessment

Written Assignment 3000 words 30%

Presentation (individual or group/2 students) 10%

Examination 2 hours 60%

Unit Fee Information

Student Contribution Rate*Student Contribution Rate**Fee rate - Domestic Students Fee rate - International students
$1283$1283$2672$2837

* 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.

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