fin5der derivative securities
DERIVATIVE SECURITIES
FIN5DER
2016
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.
SchoolLa Trobe Business School
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. |
Graduate capabilities & intended learning outcomes
01. To develop an understanding of characteristics of derivative securities and derivative markets
- Activities:
- Lecture, tutorial questions, quize, mid-term test, and final exam
- Related graduate capabilities and elements:
- Speaking(Speaking)
- Critical Thinking(Critical Thinking)
- Inquiry/ Research(Inquiry/ Research)
02. To develop an understanding of financial theories and analytical skills used to price and value derivative securities
- Activities:
- Lecture, tutorial questions, quiz, mid-term test, and final exam
- Related graduate capabilities and elements:
- Speaking(Speaking)
- Critical Thinking(Critical Thinking)
04. To develop analytical and practical skills in trading derivative securities and using derivative securities to manage the risk exposure of an asset or a portfolio
- Activities:
- Lecture, tutorial questions, quiz, mid-term test and final exam
- Related graduate capabilities and elements:
- Speaking(Speaking)
- Inquiry/ Research(Inquiry/ Research)
- Critical Thinking(Critical Thinking)
Subject options
Select to view your study options…
Melbourne, 2016, Semester 1, Day
Overview
Online enrolmentYes
Maximum enrolment sizeN/A
Enrolment information
Subject Instance Co-ordinatorLily Nguyen
Class requirements
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.
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.
Assessments
| Assessment element | Comments | % | ILO* |
|---|---|---|---|
| one 45 minute quiz | 10 | 01, 02 | |
| one 90 minute mid-semester examination | 30 | 01, 02, 04 | |
| one final 3-hour examination | 60 | 01, 02, 04 |
Melbourne, 2016, 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 | % | ILO* |
|---|---|---|---|
| one 45 minute quiz | 10 | 01, 02 | |
| one 90 minute mid-semester examination | 30 | 01, 02, 04 | |
| one final 3-hour examination | 60 | 01, 02, 04 |