| Type: | Undergraduate Subject |
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| Code: | FINC13-305 |
| EFTSL: | 0.125 |
| Faculty: | Bond Business School |
| Semesters offered: |
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| Credit: | 10 |
| Study areas: |
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| Subject fees: |
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Description
This advanced finance subject explores the concept of derivatives and their associated pricing, hedging and trading strategies. This includes the rationale underlying derivative market structures and mechanics and the application and pricing of derivative products.
Subject details
Learning outcomes
- Demonstrate knowledge of the contractual features and properties of forwards, futures, options and credit derivatives on a range of underlying assets and commodities.
- Apply appropriate models to price forwards, futures, options and credit derivatives and demonstrate an understanding of the financial and economic rationale underlying the models.
- Demonstrate the ability to use option trading strategies and spreads.
- Demonstrate the ability to apply and explain pricing models used for risk.
- Write and communicate the potential usefulness and impact of a chosen computational derivative pricing model.
Enrolment requirements
| Requisites: |
Nil |
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| Assumed knowledge: |
Assumed knowledge is the minimum level of knowledge of a subject area that students are assumed to have acquired through previous study. It is the responsibility of students to ensure they meet the assumed knowledge expectations of the subject. Students who do not possess this prior knowledge are strongly recommended against enrolling and do so at their own risk. No concessions will be made for students’ lack of prior knowledge. Assumed Prior Learning (or equivalent):
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| Restrictions: |
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Subject outlines
- May 2025 [Standard - Financial Derivatives]
- September 2023 [Standard - Financial Derivatives]
- September 2022 [Standard - Financial Derivatives]
- September 2021 [Standard - Financial Derivatives]
- September 2019 [Standard - Options and Futures]
- January 2019 [Standard - Options and Futures]
- September 2018 [Standard - Options and Futures]
- January 2018 [Standard - Options and Futures]
- September 2017 [Standard - Options and Futures]
Subject dates
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May 2025
Standard Offering Enrolment opens: 23/03/2025 Semester start: 19/05/2025 Subject start: 19/05/2025 Last enrolment: 01/06/2025 Teaching census: 13/06/2025 Withdraw - Financial: 14/06/2025 Withdraw - Academic: 05/07/2025
| Standard Offering | |
|---|---|
| Enrolment opens: | 23/03/2025 |
| Semester start: | 19/05/2025 |
| Subject start: | 19/05/2025 |
| Last enrolment: | 01/06/2025 |
| Teaching census: | 13/06/2025 |
| Withdraw - Financial: | 14/06/2025 |
| Withdraw - Academic: | 05/07/2025 |