INVE3000 (v.1) Introduction to Derivative Securities
| 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 |
| Equivalent(s): |
10820 (v.4)
Financial Derivative Securities 312
or any previous version
|
| Prerequisite(s): |
2807 (v.6)
Managerial Finance 212
or any previous version
OR 12607 (v.4) Finance Principles 215 or any previous version OR FNCE2003 (v.1) Managerial Finance or any previous version OR FNCE2000 (v.1) Introduction to Finance Principles or any previous version |
| 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. |
| Syllabus: | This Unit covers the theoretical foundations of derivative securities, financial forwards and futures, forward rate agreements (FRAs) and swaps, model-independent option valuation, geometric Brownian motion, Black-Scholes-Merton model, binomial model, option Greeks, and model risk. |
| 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 |
|---|---|---|---|---|---|---|---|
| 2015 | Bentley Campus | Semester 1 | Y | ||||
| 2015 | Bentley Campus | Semester 1 | Y | ||||
| 2015 | Bentley Campus | Semester 2 | Y | ||||
| 2015 | Bentley Campus | Semester 2 | Y | ||||
| 2015 | Sydney Campus | Trimester 1A | Y | ||||
| 2015 | Sydney Campus | Trimester 2A | Y | ||||
| 2015 | Charles Telfair Inst Mauritius | Semester 2 | Y | ||||
| 2015 | Miri Sarawak Campus | Semester 1 | Y | ||||
| 2015 | Miri Sarawak Campus | Semester 2 | Y | ||||
| 2015 | Singapore Campus | Trimester 1A | Y | ||||
| 2015 | Singapore Campus | Trimester 2A | Y | ||||
| 2015 | Singapore Campus | Trimester 3A | 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
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