|Level:||Level 3 - Undergraduate Advanced Unit|
Band 3 2013-2020 (Expires 31 Dec 2020) Band 4 2021 (Commenced After 1 Jan 2021) Band 5 2021 (Commenced Before 1 Jan 2021)
|Faculty:||Faculty of Business, Government & Law|
|Discipline:||Canberra Business School|
UC - Canberra, Bruce
Year Teaching Period Convener Mode of Delivery 2021 Semester 1 DR Abu MOLLIK (Ph: +61 2 62012019 ) ON-CAMPUS
Possible changes to your unit's learning activities and assessment items
As a result of the Australian Government's and or the ACT Government’s directives requiring physical distancing and restrictions on movement because of the COVID-19 pandemic, you may find that learning activities and/or assessment items in some units you are studying have changed. These changes will not be updated in the published Unit Outline but will be communicated to you via your unit’s UCLearn(Canvas) teaching site. The new learning activities and/or assessment items will continue to meet the unit's learning outcomes, as described in the Unit Outline.
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- Semester 1, 2021, ON-CAMPUS, BRUCE (202698) - View
- Semester 1, 2020, ON-CAMPUS, BRUCE (197494) - View
- Semester 1, 2019, ON-CAMPUS, BRUCE (184835) - View
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This unit is designed to develop students' understanding of various derivative instruments including futures and options contracts and their use in managing risk. This unit provides an overview of options, futures, forwards and swaps on a range of underlying assets/commodities including stocks, interest rates, foreign exchange as well as more exotic instruments such commodity derivatives. The models used for pricing these instruments and techniques used for risk management are also included.
After successful completion of this unit, students will be able to:
1. Analyse and explain how derivatives, such as options, futures, forwards, and swaps, are structured and operate;
2. Use various models to price forward contracts, futures, swaps and options contracts;
3. Develop and apply option trading strategies; and
4. Select and apply appropriate derivatives for various types of risk management.
UC - Canberra, Bruce
- Semester 1, 2021
Semester 1, 2020
- On-Campus Attendance (Expected) and Online Content (ON-CAMPUS)
One 2 hour lecture and one 1 hour tutorial on-campus per week.
11215 Business Finance
School/college level mathematics and/or statistics, accounting or economics knowledge.