2014 Unit of Study

The session(s) below are for 2014. For Summer School 2014 unit of study availability please visit the Summer School website (main Summer session January/February 2014).

The University of Sydney session calendar shows exact dates for sessions.

Derivative Securities
UoS Code FINC6010
Credit points 6
Offered Semester 1 and Semester 2
Prerequisites FINC5001
Assumed Knowledge
Additional Information
Lectures 1x 3hr seminar per week
Assessment applied project: group assignment (10%), assignment presentation (5%), mid-semester test (25%), and final examination (60%)
Description This unit provides an introduction to the rapidly-growing area of options, futures and swaps. These securities are derived from fundamental securities such as equities and bonds. The unit examines the nature of each of type of derivative security before a thorough treatment of the pricing and use of these securities for investment management and risk management purposes.