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Unit details

MAF762 - Advanced Derivative Securities

Enrolment modes:Trimester 1: Burwood (Melbourne)
Credit point(s):1
EFTSL value:0.125
Unit chair:

M Chng

Prerequisite:

MAF759. Minimum standard expected in the prerequisite is a Distinction.

Corequisite:Nil
Incompatible with:

MAF902

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 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.

Assessment

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

Unit Fee Information

Student Contribution Rate*Student Contribution Rate**Fee rate - Domestic Students Fee rate - International students
$1283$1283$2962$3697

* 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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