MAF308 - Derivative and Fixed Income Securities
2022 unit information
|Enrolment modes:||Trimester 1: Burwood (Melbourne), Cloud (online)
Trimester 2: Burwood (Melbourne), Cloud (online)
MAF101 and MAF203
Students will on average spend 150 hours over the teaching period undertaking the teaching, learning and assessment activities for this unit.
|Scheduled learning activities - campus||
1 x 2 hour class, 1 x 1 hour seminar per week
|Scheduled learning activities - cloud (online)||
Online independent and collaborative learning activities including 3 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.
Hurdle requirement: achieve at least 50% of the marks available on the examination
Unit Fee Information
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