10820 (v.2) Finance (Derivative Securities) 312



 

Area:School of Economics and Finance
Contact Hours:3.0
Credits:25.0
Seminar:1 x 3 Hours Weekly
Prerequisite(s):    2807 (v.4) Finance (Managerial) 212 or any previous version
    OR
    12607 (v.2) Finance (Principles) 215 or any previous version
Forward and futures contracts, pricing futures contracts, hedging and arbitrage strategies, interest rate swaps, currency and coupon swaps. Share options, options on stock indices, Black-Scholes analysis and Binomial option pricing model, hedging with options, the greeks, advanced option strategies, exotic options.
YearLocationPeriodInternalArea ExternalCentral External
2003Bentley CampusSemester 1Y Y
2003Bentley CampusSemester 2Y Y
2003Bentley CampusSummer PeriodY  
2003Joondalup CampusSemester 2Y  

 

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