MAF713 - Futures, Options and other Derivatives
Unit details
| Enrolment modes: | (B, X) |
|---|---|
| Credit point(s): | 1 |
| EFTSL value: | 0.125 |
| Unit chair: | W Opie |
| Prerequisite: | MAF759 |
| Corequisite: | Nil |
| Incompatible with: | Nil |
| Contact hours: | 1 x 3 hour seminar per week |
Note:Online teaching methods require internet access. Please refer to the most current computer specifications. | |
Content
The aim of this unit is to introduce students to and provide an understanding of the theory and practice of pricing derivatives instruments and hedging using these instruments in different markets. The unit focuses on the theoretical frameworks associated with the different pricing models for option, future and swap contracts on stocks, currencies and interest rate. It will also introduce students to various current research related issues in derivatives markets, as well as some case studies on corporate disasters associated with derivative usage.
Assessment
Test(s) 15%, assignment 25%, examination 2 hours 60%
Hurdle requirement: achieve at least 50% of the marks available on the examination
Unit Fee Information
| Student Contribution Rate* | Student Contribution Rate** | Fee rate - Domestic Students | Fee rate - International students |
| $1224 | $1224 | $2777 | $3467 |
* 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.