CORPFIN 7020MELB - Derivatives (M)
Career: | Postgraduate Coursework |
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Units: | 3 |
Term: | 4220 |
Campus: | Melbourne |
Contact: | Up to 4 hours per week |
Restriction: | Available only to University of Adelaide College Melbourne Campus students |
Available for Study Abroad and Exchange: | No |
Available for Non-Award Study: | Yes |
Pre-Requisite: | CORPFIN 7039 and CORPFIN 7040 or (CORPFIN 7039AMELB and CORPFIN 7039BMELB and CORPFIN 7040AMELB and CORPFIN 7040BMELB) |
Assessment: | Online test, trading games, assignment |
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 options on futures and some alternative exotic options. Applications developed at the University of Adelaide are used to complement the study of derivative securities. |
Course Fees
Study Abroad student tuition fees are available here
Only some Postgraduate Coursework programs are available as Commonwealth Supported. Please check your program for specific fee information.
The fees displayed below for international students are for students commencing a program in 2024 only. International students who commenced a program in 2023 or prior can find their fee here.
EFTSL | |||
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0.125 |
Course Outline
A Course Outline which includes Learning Outcomes, Learning Resources, Learning & Teaching for this course may be accessed here
Critical Dates
Term | Last Day to Add Online | Census Date | Last Day to WNF | Last Day to WF |
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4220 | Mon 08/08/2022 | Wed 17/08/2022 | Fri 16/09/2022 | Fri 28/10/2022 |
Class Details
Enrolment Class: Lecture | |||||||
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Class Nbr | Section | Size | Available | Dates | Days | Time | Location |
30260 | LE01 | 24 | 19 | 28 Jul - 15 Sep | Thursday | 3:30pm - 5:30pm | MyUni, OL, Online Class |
6 Oct - 27 Oct | Thursday | 3:30pm - 5:30pm | MyUni, OL, Online Class | ||||
Automatic Enrolment Class: Tutorial | |||||||
Class Nbr | Section | Size | Available | Dates | Days | Time | Location |
30261 | TU01 | 24 | 19 | 29 Jul - 16 Sep | Friday | 10:30am - 11:30am | MyUni, OL, Online Class |
7 Oct - 28 Oct | Friday | 10:30am - 11:30am | MyUni, OL, Online Class |