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-ordinatorDoureige Jurdi

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

Readings

Options, futures and other derivatives

Resource TypePrescribed

Resource RequirementN/A

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

Analysis of derivatives for the CFA program.

Resource TypeRecommended

Resource RequirementN/A

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

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

01. Compare and contrast the characteristics of derivative securities and derivative markets
02. Demonstrate an understanding of financial theories and analytical skills used to price and value derivative securities
03. Demonstrate analytical and practical skills in trading derivative securities and using derivative securities to manage the risk exposure of an asset or a portfolio

Subject options

Select to view your study options…

Start date between: and    Key dates

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 h 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 h tutorial per week on weekdays during the day from week 32 to week 43 and delivered via face-to-face.

Assessments

Assessment elementCommentsCategoryContributionHurdle% ILO*

Online and/or in-class assessment tasks Equivalent to 500 words

N/AOtherIndividualNo10 SILO1, SILO2

One hour formative examination Equivalent to 1000 words

N/AOther written examIndividualNo10 SILO1, SILO2, SILO3

Two hour final examination Equivalent to 2000 words

N/ACentral examIndividualNo50 SILO1, SILO2, SILO3

Individual assignment Equivalent to 2000 words

N/AAssignmentIndividualNo30 SILO1, SILO2, SILO3