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FINC71-305: Derivative Products

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

TypePostgraduate
CodeFINC71-305
EFTSL0.125
FacultyBond Business School
Semesters offered
  • September 2018 [Standard Offering]
  • September 2019 [Standard Offering]
Credit10
Study abroadAvailable to Study Abroad students
Study areas
  • Business and Commerce
Subject fees
  • Commencing in 2017: $4,405
  • Commencing in 2018: $4,591

Learning outcomes

1. Demonstrate advanced knowledge of the contractual features and properties of forwards, futures, options and credit derivatives on a range of underlying assets and commodities.
2. Apply appropriate models to price forwards, futures, options and credit derivatives and demonstrate an understanding of the mathematical derivations and economic rationale underlying the models.
3. Demonstrate the ability to use option trading strategies.
4. Demonstrate the ability to apply and explain pricing models used for risk.
5. Develop a computational model for calculating measures of asset variance for a real-world derivative application.
6. Write an effective written report to communicate the potential usefulness and impact of chosen computational derivative model.

Prerequisites

FINC71-600 - Managerial Finance OR Admission into BN-13005 - Master of Finance OR BN-13115 - Master of Finance (Professional) OR BN-13120 - Master of Actuarial Practice OR BN-13121 - Master of Actuarial Science

Subject outlines

Subject dates

Standard
Enrolment opens16/07/2017
Semester start11/09/2017
Subject start11/09/2017
Cancellation 1?25/09/2017
Cancellation 2?02/10/2017
Last enrolment24/09/2017
Last withdrawal?06/10/2017
Teaching census?06/10/2017