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|Enrolment modes:||Trimester 1: Burwood (Melbourne), Cloud (online)|
MAA786 or MAF702 or MPF753 or MPT753
For M778 students: MPF753
|Contact hours:||1 x 3 hour seminar per week|
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.
In this unit, students are provided with an overview of the treasury management function and the organisational structure of the treasury management function. Students also learn about risk, risk management models and foreign exchange-spot and forward markets-exchange rate determination; measuring foreign exchange risk; foreign exchange risk management - vanilla options, exotic options, futures; weather risk management; operational risk; review of interest rates and pricing of securities; measuring interest rate risk, duration and convexity models; interest risk rate management. The unit will also examine options, futures, swaps, forward rate agreements; credit derivatives and treasury performance.
Test - Cloud (Online) x 2, (each 10%) 20%
Written Assignment (Group/2-4 Students) 2000 words 20%
Examination 2 hours 60%
Hurdle requirement: achieve at least 50% of the marks available on the examination.
Unit Fee Information
Unit fee information available soon