Business

BEA380

2012  BEA380  Derivative Securities

Unit Level: Advanced

Available as a Student Elective: Yes

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OFFERINGS

Unit Sem 1 Sem 2 Full Yr Spring Summer Winter BEA380 H Key Semester Dates Semester Campus Attendance Note Start Date Census Date Final WW Date* End Date Sem 2 H On Campus 16-JUL-2012 10-AUG-2012 03-SEP-2012 20-OCT-2012 *The Final WW Date is the final date from which you can withdraw from the unit without academic penalty, however you will still incur a financial liability (see Withdrawal dates explained for more information). This unit can be taken in other courses About Census Dates

DESCRIPTION

Derivative securities are (as the name suggests) derived from other securities, and hence their role in risk management of those securities, as well as completing the markets, is of central importance. The unit is structured into three main modules: Options, Futures and Swaps. Topics covered include currency and futures contracts, pricing derivative securities, behaviour of share prices, forward and futures contracts, currency and coupon swaps, interest rate derivative securities and other derivative securities, share options, options on stock indices, binomial and Black-Scholes option pricing, hedging positions in options, advanced trading strategies, and exotic options.

WEIGHT:  12.5%

ASSESSMENT: Internal assessment 40%; Final exam 60%.

TEACHING PATTERN: 1 x 2 hour lecture, 1 x 1 hour workshop per week

FLEXIBLE & ONLINE STUDY OPTIONS
Note: Class attendance may still be required

   Web dependent - H
Some parts of this unit will be taught online
   Resource supported teaching & learning - H
Additional resources are provided for your optional use; e.g. audio taped lectures
About Flexible Study Options

REQUISITE INFO

Prereq

BEA286

TEXTS
Information about any textbook requirements for Semester (Sem 2) will be available from mid April 2012

STAFF: To be advised.

Units are offered in attending mode unless otherwise indicated (that is attendance is required at the campus identified). A unit identified as offered by distance, that is there is no requirement for attendance, is identified with a nominal enrolment campus. A unit offered to both attending students and by distance from the same campus is identified as having both modes of study.

Campus - H Hobart, L Launceston, W Burnie. Study Centre - V Sydney, R Rozelle, P Beauty Point. Distance units may also have a campus identifier of I Isolated, N Interstate, O Overseas. Units delivered in Transnational Education (TNE) Programs have a campus identifier of A Hangzhou, F Fuzhou, G Shanghai, K KDU Malaysia, Q Kuwait or Y Hong Kong.

Special approval is required for enrolment into TNE Program units - campuses A, F, G, K, Q and Y click here for more information.