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 pricing of these instruments.

Offerings

S1-01-CAULFIELD-FLEXIBLE
S2-01-CAULFIELD-FLEXIBLE

Rules

Enrolment Rule

Contacts

Chief Examiner(s)

Dr Zhe An

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

Assessment

1 - Within semester assessment
2 - Examination

Scheduled and non-scheduled teaching activities

Seminars
Tutorials

Workload requirements

Workload

Learning resources

Technology resources

Other unit costs

Costs are indicative and subject to change.
Electronics, calculators and tools: $100