University Course Planner The University of Adelaide Australia

CORPFIN 7020 - Derivatives (M)

Career: Postgraduate Coursework
Units: 3
Term: 4320
Campus: North Terrace
Contact: Up to 4 hours per week
Available for Study Abroad and Exchange: Yes
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: Assignment, Trading games and Exam
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

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Student Status

Domestic
International

What type of place are you studying in

Commonwealth supported
Full fee paying

Study Level

Undergraduate
Postgraduate Coursework
Non Award

Program of Study

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.

Units
EFTSL
Amount
3
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
4320 Mon 07/08/2023 Wed 16/08/2023 Fri 15/09/2023 Fri 27/10/2023


Class Details

Enrolment Class: Seminar
Class Nbr Section Size Available Dates Days Time Location
23431 SE01 40 27 25 Jul - 12 Sep Tuesday 2pm - 5pm MyUni, OL, Online Class
3 Oct - 24 Oct Tuesday 2pm - 5pm MyUni, OL, Online Class
23432 SE02 60 18 24 Jul - 11 Sep Monday 2pm - 5pm Barr Smith South, 1062, Teaching Room
2 Oct - 23 Oct Monday 2pm - 5pm Barr Smith South, 1062, Teaching Room