12754 (v.3) Finance (Derivative Securities) 574
| Area: | School of Economics and Finance |
|---|---|
| Credits: | 25.0 |
| Contact Hours: | 3.0 |
| Tuition Patterns: | The tuition pattern provides details of the types of classes and their duration. This is to be used as a guide only. Precise information is included in the unit outline. |
| Lecture: | 1 x 2 Hours Weekly |
| Tutorial: | 1 x 1 Hours Weekly |
| Prerequisite(s): |
305813 (v.4)
Finance Principles 515
or any previous version
|
| Syllabus: | Theoretical foundations of derivative securities, financial forwards and futures, 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. The course is structured into three main modules - futures, swaps and options. |
| Unit references, texts, outcomes and assessment details | The most up-to-date information about unit references, texts and outcomes, will be provided in the unit outline. |
| Field of Education: | 081105 Investment and Securities |
| Result Type: | Grade/Mark |
Availability
| Year | Location | Period | Internal | Partially Online Internal | Area External | Central External | Fully Online |
|---|---|---|---|---|---|---|---|
| 2012 | Bentley Campus | Semester 1 | Y | ||||
| 2012 | Bentley Campus | Semester 2 | Y | ||||
| 2012 | Sydney Campus | Semester 1 | Y | ||||
| 2012 | Sydney Campus | Semester 2 | Y | ||||
| 2012 | Metropolitan College Malaysia | Semester 2 | 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
