MAF762 - Advanced Derivative Securities
|Year||2016 unit information|
|Enrolment modes:||Trimester 1: Burwood (Melbourne)|
MAF759. Minimum standard expected in the prerequisite is a Distinction.
|Contact hours:||1 x 3 hour seminar per week|
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.
Written Assignment 3000 words 30%
Presentation (individual or group/2 students) 10%
Examination 2 hours 60%