Courses Handbook 2010

10820 (v.3) Finance (Derivative Securities) 312


Area: School of Economics and Finance
Credits: 25.0
Contact Hours: 3.0
** The tuition pattern below provides details of the types of classes and their duration. This is to be used as a guide only. For more precise information please check your unit outline. **
Lecture: 1 x 2 Hours Weekly
Tutorial: 1 x 1 Hours Weekly
Prerequisite(s): 2807 (v.5) Finance (Managerial) 212 or any previous version
OR
12607 (v.3) Finance (Principles) 215 or any previous version
Syllabus: Theoretical foundations of derivative securities, financial forwards and futures, forward rate agreement's (FRAs) and interest rate swaps, introduction to options, Black-Scholes Greeks, Black-Scholes European option pricing, binomial American option pricing, other Greeks, term structure of volatility, strike structure of volatility, exotic options and structured products.
** To ensure that the most up-to-date information about unit references, texts and outcomes appears, they will be provided in your unit outline prior to commencement. **
Field of Education: 081105 Investment and Securities
SOLT (Online) Definitions*: Not Online
*Extent to which this unit or thesis utilises online information
Result Type: Grade/Mark

Availability

Year Location Period Internal Partially Online Internal Area External Central External Fully Online
2010 Bentley Campus Semester 1 Y        
2010 Bentley Campus Semester 2 Y        
2010 Sydney Campus Semester 1S Y        
2010 Miri Sarawak Campus Semester 1 Y        
2010 Open University HK Trimester 2A Y        

Area External refers to external course/units run by the School or Department or offered by research.

Central External refers to external and online course/units run through the Curtin Bentley-based Distance Education Area

Partially Online Internal refers to some (a portion of) learning provided by interacting with or downloading pre-packaged material from the Internet but with regular and ongoing participation with a face-to-face component retained. Excludes partially online internal course/units run through the Curtin Bentley-based Distance Education Area which remain Central External

Fully Online refers to the main (larger portion of) mode of learning provided via Internet interaction (including the downloading of pre-packaged material on the Internet). Excludes online course/units run through the Curtin Bentley-based Distance Education Area which remain Central External

Curtin Search Curtin Site Index