Unit details

MAF902 - Advanced Derivative Securities

Enrolment modes:Trimester 1: Burwood (Melbourne)
Credit point(s):1
EFTSL value:

0.125

Cohort rule:This unit is only available to students enrolled in M800 - Master of Commerce, M900 - Doctor of Philosophy
Unit chair:

M Chng

Prerequisite:

Nil

Corequisite:

Nil

Incompatible with:

MAF762

Contact hours:

 1 x 3 hour seminar per week

Note:

You will need to access substantial learning resources and experiences in CloudDeakin (Deakin’s online learning environment). Compliance with the Standards in computing, connectivity and student capability are a condition on your enrolment.

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 within different markets. The unit will focus on the theoretical frameworks associated with the different pricing models for option and futures and swap contracts on interest rate and foreign exchange rates. It will also introduce students to exotic derivatives where the payoffs are complicated and untraditional.  The unit provides a bridge to advanced research.

Assessment

Written Assignment 3000 words 30%, Presentation (Individual or Group of 2 Students) 10%, Examination 2 hours 60%

Unit Fee Information

Student Contribution Rate*Student Contribution Rate**Fee rate - Domestic Students Fee rate - International students
$1260$1260$2875$3589

* 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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