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Unit of study_

Derivative Securities - FINC3012

Year - 2018

Options, futures and swaps are derivatives of underlying securities such as commodities, equities and bonds. These types of securities are increasingly used to manage risk exposure and as a relatively low-cost-way of taking a position in a security or portfolio. They are also being used as part of senior management compensation as a way of attempting to align the interests of shareholders with that of management. This unit is designed to provide an introduction to this important area of finance without requiring too high a level of mathematical sophistication. However, strong quantitative skills are an advantage in this subject.

Classes
1x 2hr lecture and 1x 1hr tutorial per week

Assessment
group assignment (20%), mid-semester test (30%), final exam (50%)

Additional information
Knowledge of calculus, regression, probability theory and random distributions are helpful for this subject

Pre-requisites

FINC2012

Prohibitions

FINC3002

Details

Faculty: Business (Business School)

Semester 2

30 Jul 2018

Department/School: Finance
Study Mode: Normal (lecture/lab/tutorial) day
Census Date: 31 Aug 2018
Unit of study level: Senior
Credit points: 6.0
EFTSL: 0.125
Available for study abroad and exchange: Yes
Faculty/department permission required? No
Location
Camperdown
Courses that offer this unit

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