MAF308 - Derivative and Fixed Income Securities

Year:

2022 unit information

Enrolment modes: Trimester 1: Burwood (Melbourne), Cloud (online)
Trimester 2: Burwood (Melbourne), Cloud (online)
Credit point(s): 1
EFTSL value: 0.125
Prerequisite:

MAF101 and MAF203

Corequisite: Nil
Incompatible with: Nil
Study commitment

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

Content

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

Hurdle requirement: achieve at least 50% of the marks available on the examination

Unit Fee Information

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