Undergraduate - UnitAFF3751 - Derivatives

Refer to the specific census and withdrawal dates for the semester(s) in which this unit is offered.

Synopsis

This unit examines the institutional features of futures and options markets, the use of futures, options and other derivatives in arbitraging, trading and hedging, and pricing of these instruments.

Outcomes

The learning goals associated with this unit are to:

1. discuss the operations of derivative markets
2. explain the use of the options and futures markets for hedging and trading purposes
3. implement trading strategies and measure positions
4. demonstrate how to price and value standard futures and option contracts
5. apply critical thinking, problem solving and presentation skills to individual and / or group activities dealing with futures and options markets and demonstrate in an individual summative assessment task the acquisition of a comprehensive understanding of the topics covered by AFF3751.

Assessment

Within semester assessment: 30%
Examination (3 hours): 70%

Chief examiner(s)

Binh Do

Contact hours

3 hours per week

Prerequisites

AFF2401

Prohibitions

AFC3340