Credit points: 15
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
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.
Quota Management StrategyN/A
Quota-conditions or rulesN/A
Minimum credit point requirementN/A
Analysis of derivatives for the CFA program.
Options, futures and other derivatives
PublisherPEAR COLLEGE DIV
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
Intended Learning Outcomes
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Melbourne (Bundoora), 2021, Semester 2, Day
Maximum enrolment sizeN/A
Subject Instance Co-ordinatorDoureige Jurdi
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.
Online and/or in-class assessment tasks Equivalent to 500 words
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|