10820 (v.3) Finance (Derivative Securities) 312
Note
Tutition Patterns
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.
Unit references, texts and outcomes
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.
| Area: | School of Economics and Finance |
|---|---|
| Credits: | 25.0 |
| Contact Hours: | 3.0 |
| 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. |
| 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 |
|---|---|---|---|---|---|---|---|
| 2011 | Bentley Campus | Semester 1 | Y | ||||
| 2011 | Bentley Campus | Semester 2 | Y | ||||
| 2011 | Sydney Campus | Semester 1 | Y | ||||
| 2011 | Sydney Campus | Semester 2 | Y | ||||
| 2011 | Charles Telfair Inst Mauritius | Semester 1 | Y | ||||
| 2011 | INTI Intern'l College Penang | Semester 1 | Y | ||||
| 2011 | INTI Intern'l College Penang | Semester 2 | Y | ||||
| 2011 | Miri Sarawak Campus | Semester 1 | Y | ||||
| 2011 | Miri Sarawak Campus | Semester 2 | Y | ||||
| 2011 | Singapore Campus | Semester 1 | Y | ||||
| 2011 | Singapore Campus | 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
