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 | ||||

