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Derivatives (11234.2)

Level: Advanced Unit Level
Credit Points: 3
HECS Bands: 2, 3
Faculty: Faculty of Business, Government & Law
Discipline: School of Business

Availability

Unit Outlines

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  • Semester 1, 2019, ON-CAMPUS, BRUCE (184835) - View

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Syllabus

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.

Learning Outcomes

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.

Contact Hours

One 2 hour lecture and one 1 hour tutorial on-campus per week.

Prerequisites

11215 Business Finance

Corequisites

None.

Assumed Knowledge

School/college level mathematics and/or statistics, accounting or economics knowledge.

Incompatible Units

None.

Equivalent Units

None.



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