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|Enrolment modes:||Trimester 2: Burwood (Melbourne), Cloud (online)|
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.
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 in different markets. The unit focuses on the theoretical frameworks associated with the different pricing models for option, future and swap contracts on stocks, currencies and interest rate. It will also introduce students to various current research related issues in derivatives markets, as well as some case studies on corporate disasters associated with derivative usage.
Test(s) 15%, assignment 25%, 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