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. |
| Year | Location | Period | Internal | Area External | Central External | | 2003 | Bentley Campus | Semester 1 | Y | | Y | | 2003 | Bentley Campus | Semester 2 | Y | | Y | | 2003 | Bentley Campus | Summer Period | Y | | | | 2003 | Joondalup Campus | Semester 2 | Y | | | |
Current as of: October 30, 2003 13:11:55
CRICOS provider code 00301J
