fin5der derivative securities
DERIVATIVE SECURITIES
FIN5DER
2014
Credit points: 15
Subject outline
The focus in this subject is on the pricing and valuation of derivative securities, and their use in risk management. Forward and swap contracts, together with futures and, options are the main securities considered. The role of derivative securities in the management of equity, bond and interest rate risk is also examined in depth.
FacultyFaculty of Business, Economics and Law
Credit points15
Subject Co-ordinatorLily Nguyen
Available to Study Abroad StudentsNo
Subject year levelYear Level 5 - Masters
Exchange StudentsNo
Subject particulars
Subject rules
PrerequisitesN/A
Co-requisitesN/A
Incompatible subjectsN/A
Equivalent subjectsN/A
Special conditionsN/A
Learning resources
Readings
Resource Type | Title | Resource Requirement | Author and Year | Publisher |
---|---|---|---|---|
Readings | Options, futures and other derivatives | Prescribed | Hull. J | 8TH EDN. PEAR COLLEGE DIV |
Readings | Analysis of derivatives for the CFA program. | Recommended | Chance, D.M. | AIMR, 2003. |
Subject options
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Melbourne, 2014, Semester 1, Day
Overview
Online enrolmentYes
Maximum enrolment sizeN/A
Enrolment information
Subject Instance Co-ordinatorLily Nguyen
Class requirements
TutorialWeek: 10 - 22
One 1.0 hours tutorial other recurrence on weekdays during the day from week 10 to week 22 and delivered via face-to-face.
LectureWeek: 10 - 22
One 2.0 hours lecture other recurrence on weekdays during the day from week 10 to week 22 and delivered via face-to-face.
Assessments
Assessment element | Comments | % |
---|---|---|
one 1000-word report | 10 | |
one 90 minute mid-semester examination | 30 | |
one final 3-hour examination | Hurdle requirement: Students must achieve at least 50% in the final examination as well as a minimum of 50% in the sum of the marks for all assessment tasks to pass the subject | 60 |
Melbourne, 2014, Semester 2, Day
Overview
Online enrolmentYes
Maximum enrolment sizeN/A
Enrolment information
Subject Instance Co-ordinatorLily Nguyen
Class requirements
LectureWeek: 31 - 43
One 2.0 hours lecture other recurrence on weekdays during the day from week 31 to week 43 and delivered via face-to-face.
TutorialWeek: 31 - 43
One 1.0 hours tutorial other recurrence on weekdays during the day from week 31 to week 43 and delivered via face-to-face.
Assessments
Assessment element | Comments | % |
---|---|---|
one 1000-word report | 10 | |
one 90 minute mid-semester examination | 30 | |
one final 3-hour examination | Hurdle requirement: Students must achieve at least 50% in the final examination as well as a minimum of 50% in the sum of the marks for all assessment tasks to pass the subject | 60 |