2013 Unit of Study
The session(s) below are for 2013. For Summer School 2013 unit of study availability please visit the Summer School website (main Summer session January/February 2013).
The University of Sydney session calendar shows exact dates for sessions.
|Offered||Semester 1, Semester 2, Summer School - December and Summer School - Main|
|Lectures||1x 3hr seminar per week|
|Assessment||Applied Project: Group Assignment (10%); Assignment Presentation (5%); Mid-semester test (25%); Final examination (60%)|
|Description||This unit provides an introduction to the rapidly-growing area of options, futures and swaps. These securities are all derived from fundamental securities such as equities and bonds. The unit examines the nature of each of these securities in turn before a thorough treatment of the pricing and use of these securities for investment management and risk management purposes.|