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CORPFIN 3013 - Options, Futures and Risk Management III

Career: Undergraduate
Units: 4
Term: Semester 2
Campus: North Terrace
Contact: 2 lectures, 1 tutorial, 8 hours self-directed study per week
Available for Non-Award Study: Yes
Pre-Requisite: CORPFIN 2006 or CORPFIN 2500
Assumed Knowledge: SACE Stage 2 Math. Studies, ECON 2008 or 2508 OR 2012; discrete & continuous compounding, how financial markets operate, stock & bond price valuation procedures, algebra & simple differentiation
Assessment: exam, assessment as per course outline
Syllabus:

This course examines the function and operation derivative markets serve in finance. To begin, the course identifies relationships that must hold in such markets if there are to be no arbitrage opportunities. The course then covers options pricing using the Binomial and Black-Scholes approach, as well as describing a wide range of futures and options dealing strategies, along with their applications to hedging and risk management. Currency and fixed-interest derivatives are also considered as well as swaps, options on futures and some alternative exotic options.

Course Fees

Course fees are displayed for the Program: select program

  Commonwealth Supported Student Contribution Tuition Fees
Units EFTSL Pre-2008 2008 2009 Domestic International
4 0.16666 Band 2 $1,235 Band 3 $1,446 Band 3 $1,446 select program select program


Critical Dates

Term Last Day to Add Online Census Date Last Day to WNF Last Day to WF
Semester 2 Mon 10/08/2009 Mon 31/08/2009 Fri 18/09/2009 Fri 30/10/2009


Class Details

Enrolment Class: Lecture
Class Nbr Section Size Available Dates Days Time Location
21263 LE01 200 8 27 Jul - 14 Sep Monday 8AM - 10AM Napier, 102, Lecture Theatre
5 Oct - 26 Oct Monday 8AM - 10AM Napier, 102, Lecture Theatre
22358 LE02 150 5 30 Jul - 17 Sep Thursday 3PM - 5PM Johnson Labs, G29, Rennie Lecture Theatre
8 Oct - 29 Oct Thursday 3PM - 5PM Johnson Labs, G29, Rennie Lecture Theatre
Related Class: Tutorial
Class Nbr Section Size Available Dates Days Time Location
21226 TU01 17 1 27 Jul - 14 Sep Monday 10AM - 11AM Napier, 137, Tutorial Room
5 Oct - 26 Oct Monday 10AM - 11AM Napier, 137, Tutorial Room
21227 TU02 17 FULL 27 Jul - 14 Sep Monday 11AM - 12PM Napier, 137, Tutorial Room
5 Oct - 26 Oct Monday 11AM - 12PM Napier, 137, Tutorial Room
21228 TU03 17 FULL 27 Jul - 14 Sep Monday 1PM - 2PM Napier, 138, Tutorial Room
5 Oct - 26 Oct Monday 1PM - 2PM Napier, 138, Tutorial Room
21229 TU04 17 FULL 27 Jul - 14 Sep Monday 2PM - 3PM Napier, 137, Tutorial Room
5 Oct - 26 Oct Monday 2PM - 3PM Napier, 137, Tutorial Room
21230 TU05 17 2 27 Jul - 14 Sep Monday 3PM - 4PM Napier, 140, Tutorial Room
5 Oct - 26 Oct Monday 3PM - 4PM Napier, 140, Tutorial Room
21231 TU06 18 1 28 Jul - 15 Sep Tuesday 10AM - 11AM Ligertwood, 425, Tutorial Room
6 Oct - 27 Oct Tuesday 10AM - 11AM Ligertwood, 425, Tutorial Room
21232 TU07 18 FULL 28 Jul - 15 Sep Tuesday 11AM - 12PM Ligertwood, 423, Tutorial Room
6 Oct - 27 Oct Tuesday 11AM - 12PM Ligertwood, 423, Tutorial Room
21233 TU08 18 1 28 Jul - 15 Sep Tuesday 12PM - 1PM Ligertwood, 423, Tutorial Room
6 Oct - 27 Oct Tuesday 12PM - 1PM Ligertwood, 423, Tutorial Room
21234 TU09 18 FULL 28 Jul - 15 Sep Tuesday 2PM - 3PM Ligertwood, 405, Tutorial Room
6 Oct - 27 Oct Tuesday 2PM - 3PM Ligertwood, 405, Tutorial Room
21235 TU10 18 1 28 Jul - 15 Sep Tuesday 3PM - 4PM Ligertwood, 406, Tutorial Room
6 Oct - 27 Oct Tuesday 3PM - 4PM Ligertwood, 406, Tutorial Room
21236 TU11 18 1 28 Jul - 15 Sep Tuesday 4PM - 5PM Ligertwood, 406, Tutorial Room
6 Oct - 27 Oct Tuesday 4PM - 5PM Ligertwood, 406, Tutorial Room
21237 TU12 18 4 29 Jul - 16 Sep Wednesday 10AM - 11AM Ligertwood, 407, Tutorial Room
7 Oct - 28 Oct Wednesday 10AM - 11AM Ligertwood, 407, Tutorial Room
21238 TU13 18 FULL 29 Jul - 16 Sep Wednesday 11AM - 12PM Ligertwood, 314, Flinders Room
7 Oct - 28 Oct Wednesday 11AM - 12PM Ligertwood, 314, Flinders Room
21239 TU14 18 FULL 29 Jul - 16 Sep Wednesday 12PM - 1PM Ligertwood, 216, Sarawak Room
7 Oct - 28 Oct Wednesday 12PM - 1PM Ligertwood, 216, Sarawak Room
21240 TU15 18 FULL 29 Jul - 16 Sep Wednesday 1PM - 2PM Ligertwood, 216, Sarawak Room
7 Oct - 28 Oct Wednesday 1PM - 2PM Ligertwood, 216, Sarawak Room
21241 TU16 17 FULL 30 Jul - 17 Sep Thursday 10AM - 11AM Napier, 137, Tutorial Room
8 Oct - 29 Oct Thursday 10AM - 11AM Napier, 137, Tutorial Room
21242 TU17 17 1 30 Jul - 17 Sep Thursday 11AM - 12PM Napier, 204, Tutorial Room
8 Oct - 29 Oct Thursday 11AM - 12PM Napier, 204, Tutorial Room
21243 TU18 17 FULL 30 Jul - 17 Sep Thursday 1PM - 2PM Napier, LG21, Tutorial Room 1
8 Oct - 29 Oct Thursday 1PM - 2PM Napier, LG21, Tutorial Room 1
21244 TU19 17 2 30 Jul - 17 Sep Thursday 2PM - 3PM Napier, 137, Tutorial Room
8 Oct - 29 Oct Thursday 2PM - 3PM Napier, 137, Tutorial Room
21245 TU20 17 FULL 30 Jul - 17 Sep Thursday 5PM - 6PM Napier, LG11, Tutorial Room 6
8 Oct - 29 Oct Thursday 5PM - 6PM Napier, LG11, Tutorial Room 6