MAF713 - Futures, Options and other Derivatives
2015 unit information
|Enrolment modes:||Trimester 2: Burwood (Melbourne), Cloud (online)|
Campus: 1 x 3 hour seminar per week
Cloud (Online): Learning experiences are via CloudDeakin
The unit introduces students to the mechanics of the main categories of derivative securities including options, futures, forwards and swaps on instruments such as stocks, stock indices, currencies and interest rates. The unit focuses on the theoretical framework of the different pricing models for derivatives and the use of derivatives for hedging, speculating and arbitraging purposes. It also covers some case studies on corporate disasters associated with derivative usage.
Assessment 1 (individual) - Online test - 10%
Assessment 2 (group 2-3 students) - Wrtiien assignment (analytical quantitative) (3,000 words) - 30%
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|
* 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.