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
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