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2022 unit information
MAF101 and MAF203
Students will on average spend 150 hours over the teaching period undertaking the teaching, learning and assessment activities for this unit.
1 x 2 hour class, 1 x 1 hour seminar per week
Online independent and collaborative learning activities including 3 scheduled online seminars
From T2 2022:Online independent and collaborative learning activities including 1 x 1 hour weekly scheduled online seminars
This unit focuses on the conceptual aspects concerning the mechanics and pricing of the three main categories of derivative securities options, forwards/futures and swaps. Specific topics that will be covered include basic pricing concepts, arbitrage and trading strategies, Black-Scholes analysis, the Binomial model and hedging principles.
Explain the characteristics of financial derivatives and their markets
GLO1: Discipline-specific knowledge and capabilities
ULO2
Explain the law of one price and mechanics of no arbitrage and apply them in pricing financial derivatives
GLO4: Critical thinkingGLO5: Problem solving
ULO3
Evaluate investments in forwards, futures, options and swaps contracts
GLO5: Problem solving
ULO4
Evaluate and communicate financial information professionally using appropriate mathematical and communication tools
GLO1: Discipline-specific knowledge and capabilitiesGLO2: Communication|GLO4: Critical thinkingGLO5: Problem solving
These Unit Learning Outcomes are applicable for all teaching periods throughout the year
The assessment due weeks provided may change. The Unit Chair will clarify the exact assessment requirements, including the due date, at the start of the teaching period.
Hurdle requirement: achieve at least 50% of the marks available on the examination
The texts and reading list for the unit can be found on the University Library via the link below: MAF308 Note: Select the relevant trimester reading list. Please note that a future teaching period's reading list may not be available until a month prior to the start of that teaching period so you may wish to use the relevant trimester's prior year reading list as a guide only.
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