|Level:||Level 3 - Undergraduate Advanced Unit|
|HECS Bands:||2, 3|
|Faculty:||Faculty of Business, Government & Law|
|Discipline:||Canberra Business School|
UC - Canberra, Bruce
Year Teaching Period Convener Mode of Delivery 2020 Semester 1 DR Abu MOLLIK (Ph: +61 2 62012019 ) ON-CAMPUS
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- 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.
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.