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
Prohibition
Prerequisite
Contacts
Chief Examiner(s)
Sivasubramaniam Ayavoo
Learning outcomes
On successful completion of this unit, you should be able to:
1.
examine the operations of derivatives markets, the mechanics of futures contracts and hedging in the futures market
2.
evaluate the derivatives markets for hedging and trading purposes
3.
apply standard pricing models for futures and option contracts, and other derivatives for effective trading
4.
design various option trading strategies and measure investors' positions in option trading.
Teaching approach
Active learning
Case-based teaching
Problem-based learning
Assessment
1 - Within semester assessment
Scheduled and non-scheduled teaching activities
Tutorials
Workload requirements
Workload