DERIVATIVE SECURITIES
FIN5DER
2021
Credit points: 15
Subject outline
In this subject you will focus 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. You will also examine in depth the role of derivative securities in risk management.
SchoolLa Trobe Business School
Credit points15
Subject Co-ordinatorPetko Kalev
Available to Study Abroad/Exchange StudentsYes
Subject year levelYear Level 5 - Masters
Available as ElectiveYes
Learning ActivitiesLecture, tutorial questions, quiz, mid-term test, assignment, and final exam.
Capstone subjectNo
Subject particulars
Subject rules
PrerequisitesN/A
Co-requisitesN/A
Incompatible subjectsN/A
Equivalent subjectsN/A
Quota Management StrategyN/A
Quota-conditions or rulesN/A
Special conditionsN/A
Minimum credit point requirementN/A
Assumed knowledgeN/A
Learning resources
Analysis of derivatives for the CFA program.
Resource TypeBook
Resource RequirementRecommended
AuthorChance, D.M.
Year2003
Edition/VolumeN/A
PublisherAIMR
ISBNN/A
Chapter/article titleN/A
Chapter/issueN/A
URLN/A
Other descriptionN/A
Source locationN/A
Options, futures and other derivatives
Resource TypeBook
Resource RequirementPrescribed
AuthorHull. J
YearN/A
Edition/Volume8TH EDN
PublisherPEAR COLLEGE DIV
ISBN9780132164948
Chapter/article titleN/A
Chapter/issueN/A
URLN/A
Other descriptionN/A
Source locationN/A
Career Ready
Career-focusedNo
Work-based learningNo
Self sourced or Uni sourcedN/A
Entire subject or partial subjectN/A
Total hours/days requiredN/A
Location of WBL activity (region)N/A
WBL addtional requirementsN/A
Graduate capabilities & intended learning outcomes
Graduate Capabilities
Intended Learning Outcomes
Subject options
Select to view your study options…
Melbourne (Bundoora), 2021, Semester 2, Day
Overview
Online enrolmentYes
Maximum enrolment sizeN/A
Subject Instance Co-ordinatorDoureige Jurdi
Class requirements
LectureWeek: 31 - 43
One 2.00 hours lecture per week on weekdays during the day from week 31 to week 43 and delivered via face-to-face.
TutorialWeek: 32 - 43
One 1.00 hour tutorial per week on weekdays during the day from week 32 to week 43 and delivered via face-to-face.
Assessments
| Assessment element | Category | Contribution | Hurdle | % | ILO* |
|---|---|---|---|---|---|
Online and/or in-class assessment tasks Equivalent to 500 words | Other | Individual | No | 10 | SILO1, SILO2 |
One hour formative examination Equivalent to 1000 words | Other written exam | Individual | No | 10 | SILO1, SILO2, SILO3 |
Two hour final examination Equivalent to 2000 words | Central exam | Individual | No | 50 | SILO1, SILO2, SILO3 |
Individual assignment Equivalent to 2000 words | Assignment | Individual | No | 30 | SILO1, SILO2, SILO3 |