10820 (v.3) Finance (Derivative Securities) 312
| 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): |
2807 (v.5)
Finance (Managerial) 212
or any previous version
OR 12607 (v.3) Finance (Principles) 215 or any previous version |
| 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. |
| 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 | INTI Intern'l College Penang | Semester 1 | Y | ||||
| 2012 | INTI Intern'l College Penang | Semester 2 | Y | ||||
| 2012 | Miri Sarawak Campus | Semester 1 | Y | ||||
| 2012 | Miri Sarawak Campus | Semester 2 | Y | ||||
| 2012 | Singapore Campus | Semester 1 | Y | ||||
| 2012 | 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
