DERIVATIVE SECURITIES
FIN2FDR
2020
Credit points: 15
Subject outline
In recent years there has been a dramatic increase in the size and complexity of the types of investment securities, the markets in which they are traded, and the institutions which trade them. In order to reduce the risks associated with trading these investment securities, derivative securities, such as forwards, futures, swaps and options, have rapidly evolved. Unfortunately, in some cases these derivative securities have increased rather than reduced the financial risks faced by individuals, corporations and even governments. This subject provides you with a roadmap which will help you to understand derivative securities and derivative markets. Through this subject you will develop the skills of a financial risk manager to price derivative securities and to use them to define risk management strategies which meet the risk-reward objectives of different investors.
School: La Trobe Business School (Pre 2022)
Credit points: 15
Subject Co-ordinator: Doureige Jurdi
Available to Study Abroad/Exchange Students: Yes
Subject year level: Year Level 2 - UG
Available as Elective: No
Learning Activities: N/A
Capstone subject: No
Subject particulars
Subject rules
Prerequisites: FIN2FIN OR FIN1FOF
Co-requisites: N/A
Incompatible subjects: FIN3FDR
Equivalent subjects: FIN3FDR
Quota Management Strategy: N/A
Quota-conditions or rules: N/A
Special conditions: N/A
Minimum credit point requirement: N/A
Assumed knowledge: N/A
Learning resources
Options, Futures and other Derivatives.
Resource Type: Book
Resource Requirement: Prescribed
Author: John C Hull
Year: N/A
Edition/Volume: N/A
Publisher: PEAR COLLEGE DIV
ISBN: N/A
Chapter/article title: N/A
Chapter/issue: N/A
URL: N/A
Other description: N/A
Source location: N/A
Career Ready
Career-focused: No
Work-based learning: No
Self sourced or Uni sourced: N/A
Entire subject or partial subject: N/A
Total hours/days required: N/A
Location of WBL activity (region): N/A
WBL addtional requirements: N/A
Graduate capabilities & intended learning outcomes
Graduate Capabilities
Intended Learning Outcomes
Melbourne (Bundoora), 2020, Semester 1, Day
Overview
Online enrolment: Yes
Maximum enrolment size: N/A
Subject Instance Co-ordinator: Doureige Jurdi
Class requirements
LectureWeek: 10 - 22
One 2.00 hours lecture per week on weekdays during the day from week 10 to week 22 and delivered via face-to-face.
TutorialWeek: 11 - 22
One 1.00 hour tutorial per week on weekdays during the day from week 11 to week 22 and delivered via face-to-face.
Assessments
| Assessment element | Category | Contribution | Hurdle | % | ILO* |
|---|---|---|---|---|---|
1-hour mid-semester formative examination | N/A | N/A | No | 10 | SILO1, SILO2, SILO3, SILO4, SILO5 |
One 2-hour final examination | N/A | N/A | No | 50 | SILO1, SILO2, SILO3, SILO4, SILO5 |
Online and/or in class formative assessment tasks (500-words equivalent) | N/A | N/A | No | 20 | SILO1, SILO2, SILO3, SILO4, SILO5, SILO6 |
1,000-word individual assignment | N/A | N/A | No | 20 | SILO1, SILO2, SILO3, SILO4, SILO5, SILO6 |
Vietnam (Hanoi University), 2020, Semester 2, Day
Overview
Online enrolment: Yes
Maximum enrolment size: N/A
Subject Instance Co-ordinator: Doureige Jurdi
Class requirements
LectureWeek: 31 - 43
One 2.00 hours lecture other recurrence on weekdays during the day from week 31 to week 43 and delivered via face-to-face.
Assessments
| Assessment element | Category | Contribution | Hurdle | % | ILO* |
|---|---|---|---|---|---|
1-hour mid-semester formative examination | N/A | N/A | No | 10 | SILO1, SILO2, SILO3, SILO4, SILO5 |
One 2-hour final examination | N/A | N/A | No | 50 | SILO1, SILO2, SILO3, SILO4, SILO5 |
Online and/or in class formative assessment tasks (500-words equivalent) | N/A | N/A | No | 20 | SILO1, SILO2, SILO3, SILO4, SILO5, SILO6 |
1,000-word individual assignment | N/A | N/A | No | 20 | SILO1, SILO2, SILO3, SILO4, SILO5, SILO6 |
Sydney, 2020, Study period 1, Day
Overview
Online enrolment: Yes
Maximum enrolment size: N/A
Subject Instance Co-ordinator: Doureige Jurdi
Class requirements
LectureWeek: 10 - 22
One 2.00 hours lecture per week on weekdays during the day from week 10 to week 22 and delivered via face-to-face.
TutorialWeek: 11 - 22
One 1.00 hour tutorial per week on weekdays during the day from week 11 to week 22 and delivered via face-to-face.
Assessments
| Assessment element | Category | Contribution | Hurdle | % | ILO* |
|---|---|---|---|---|---|
1-hour mid-semester formative examination | N/A | N/A | No | 10 | SILO1, SILO2, SILO3, SILO4, SILO5 |
One 2-hour final examination | N/A | N/A | No | 50 | SILO1, SILO2, SILO3, SILO4, SILO5 |
Online and/or in class formative assessment tasks (500-words equivalent) | N/A | N/A | No | 20 | SILO1, SILO2, SILO3, SILO4, SILO5, SILO6 |
1,000-word individual assignment | N/A | N/A | No | 20 | SILO1, SILO2, SILO3, SILO4, SILO5, SILO6 |
Sydney, 2020, Study period 2, Day
Overview
Online enrolment: Yes
Maximum enrolment size: N/A
Subject Instance Co-ordinator: Doureige Jurdi
Class requirements
LectureWeek: 31 - 42
One 2.00 hours lecture per week on weekdays during the day from week 31 to week 42 and delivered via face-to-face.
TutorialWeek: 31 - 42
One 1.00 hour tutorial per week on weekdays during the day from week 31 to week 42 and delivered via face-to-face.
Assessments
| Assessment element | Category | Contribution | Hurdle | % | ILO* |
|---|---|---|---|---|---|
1-hour mid-semester formative examination | N/A | N/A | No | 10 | SILO1, SILO2, SILO3, SILO4, SILO5 |
One 2-hour final examination | N/A | N/A | No | 50 | SILO1, SILO2, SILO3, SILO4, SILO5 |
Online and/or in class formative assessment tasks (500-words equivalent) | N/A | N/A | No | 20 | SILO1, SILO2, SILO3, SILO4, SILO5, SILO6 |
1,000-word individual assignment | N/A | N/A | No | 20 | SILO1, SILO2, SILO3, SILO4, SILO5, SILO6 |