MAF713 - Derivatives and Financial Risk Management
| Year: | 2023 unit information |
|---|---|
| Enrolment modes: | Trimester 2: Burwood (Melbourne), Online |
| Credit point(s): | 1 |
| EFTSL value: | 0.125 |
| Previously: | Futures, Options and other Derivatives |
| Prerequisite: | MAF759 |
| 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 3 hour seminar per week |
| Scheduled learning activities - online | Online independent and collaborative learning activities including 3 scheduled online seminars |
Content
The unit introduces students to the mechanics of the main categories of derivative securities including options, futures, forwards and swaps on instruments such as stocks, stock indices, currencies and interest rates. The unit focuses on the theoretical framework of the different pricing models for derivatives and the use of derivatives for hedging, speculating and arbitraging purposes. It also covers some case studies on corporate disasters associated with derivative usage.
Hurdle requirement
Hurdle requirement: Achieve at least 50% of the marks available on the Assessment 3 to evidence a minimum proficiency in the aligned finance discipline learning outcomes included in this unit.
Unit Fee Information
Click on the fee link below which describes you: