units
AFF3751
Faculty of Business and Economics
6 points, SCA Band 3, 0.125 EFTSL
Refer to the specific census and withdrawal dates for the semester(s) in which this unit is offered, or view unit timetables.
| Level | Undergraduate |
| Faculty | Faculty of Business and Economics |
| Organisational Unit | Department of Accounting and Finance |
| Offered | Caulfield First semester 2013 (Day) |
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:
- discuss the operations of derivative markets
- explain the use of the options and futures markets for hedging and trading purposes
- implement trading strategies and measure positions
- demonstrate how to price and value standard futures and option contracts
- 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: 70%
Chief examiner(s)
Contact hours
3 hours per week
Prerequisites
Prohibitions
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