BFW2751 - Derivatives 1 - Monash University

There is a more recent version of this academic item available.

Overview

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 prices of these instruments.

Offerings

S1-01-MALAYSIA-ON-CAMPUS

S2-01-MALAYSIA-ON-CAMPUS

Requisites

Prerequisite

Prohibition

Contacts

Chief Examiner(s)

Associate Professor Jothee Sinnakkannu

Learning outcomes

On successful completion of this unit, you should be able to:

discuss the operations of derivatives markets

evaluate the options and futures markets for hedging and trading purposes

demonstrate how to price and value standards futures and options contracts and other derivatives

implement trading strategies and measure positions.

Teaching approach

Active learning

Assessment

1 - Within semester assessment

2 - Examination

Workload requirements

Workload

Minimum total expected workload to achieve the learning outcomes for this unit is 144 hours per semester typically comprising a mixture of scheduled learning activities and independent study. Independent study may include associated readings, assessment and preparation for scheduled activities. The unit requires on average three/four hours of scheduled activities per week. Scheduled activities may include a combination of teacher directed learning, peer directed learning and online engagement.