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MAF762 - Advanced Derivative Securities

Unit details

Year2016 unit information
Enrolment modes:Trimester 1: Burwood (Melbourne)
Credit point(s):1
EFTSL value:0.125
Unit chair:

P Wang

Prerequisite:

MAF759. Minimum standard expected in the prerequisite is a Distinction.

Corequisite:Nil
Incompatible with:

MAF902

Contact hours: 1 x 3 hour seminar per week

Content

The aim of the unit is to introduce students to understand the theory and practise of pricing and hedging derivative securities within 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.

Assessment

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

Your units are priced based on the course you are enrolled in. Please refer to the current year's course entry to estimate the unit cost.


You can calculate the cost of each unit by using the following calculation:


Course fee x unit EFTSL value = unit price

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