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MAF430 - Advanced Derivative Securities

Unit details

Year2017 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:

P Wang





Incompatible with:


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

Unit fee information available soon

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