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-CLAYTON-FLEXIBLE
S2-01-CLAYTON-FLEXIBLE
Requisites
Prerequisite
Prohibition
Rules
Enrolment Rule
Contacts
Chief Examiner(s)
Associate Professor Thanh Huynh
Learning outcomes
On successful completion of this unit, you should be able to:
1.
discuss the operations of derivatives markets
2.
evaluate the options and futures markets for hedging and trading purposes
3.
demonstrate how to price and value standards futures and options contracts and other derivatives
4.
implement trading strategies and measure positions.
Teaching approach
Active learning
Problem-based learning
Assessment
1 - Within semester assessment
2 - Examination
Scheduled and non-scheduled teaching activities
Seminars
Tutorials
Workload requirements
Workload
Learning resources
Required resources
Technology resources
Other unit costs
Costs are indicative and subject to change.
Electronics, calculators and tools: $100