FNCE90020 Derivative Securities
|Dates & Locations:|| |
This subject has the following teaching availabilities in 2011:
Semester 1, Parkville - Taught on campus.Show/hide details
Semester 2, Parkville - Taught on campus.Show/hide details
Timetable can be viewed here.
For information about these dates, click here.
|Time Commitment:||Contact Hours: One three-hour lecture per week |
Total Time Commitment: Estimated total time commitment of 120 hours per semester
This subject is only available to those students who would satisfy the entry criteria for the Master of Applied Finance.
|Recommended Background Knowledge:|| |
|Non Allowed Subjects:|| |
|Core Participation Requirements:|| |
For the purposes of considering requests for Reasonable Adjustments under the Disability Standards for Education (Cwth 2005), and Students Experiencing Academic Disadvantage Policy, academic requirements for this subject are articulated in the Subject Description, Subject Objectives, Generic Skills and Assessment Requirements for this entry.
The University is dedicated to provide support to those with special requirements. Further details on the disability support scheme can be found at the Disability Liaison Unit website: http://www.services.unimelb.edu.au/disability/
CoordinatorDr John Handley, Prof Bruce Grundy
ContactGraduate School of Business and Economics
Level 4, 198 Berkeley Street
Telephone: +61 3 8344 1670
|Subject Overview:||This subject covers derivative markets and derivative securities. It discusses pricing, risk management and regulatory aspects of derivative securities. Topics include: forwards and futures markets, options markets, arbitrage and trading strategies, basic pricing concepts, the cost-of-carry model, the Black-Scholes model, hedging and risk management techniques.|
|Objectives:||On successful completion of this subject students should be able to: |
|Prescribed Texts:||You will be advised of prescribed texts by your lecturer.|
|Breadth Options:|| |
This subject is not available as a breadth subject.
|Fees Information:||Subject EFTSL, Level, Discipline & Census Date|
|Generic Skills:|| |
On successful completion of this subject, students should have improved the following generic skills:
|Master of Applied Finance |
Postgraduate Certificate in Applied Finance