*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).
Derivative securities are, as the name suggests, derived from other securities. These include forward and futures contracts, currency and coupon swaps, interest rate derivative securities, share options, options on stock indices, and other derivative securities. The Black and Scholes model and other alternatives to option pricing will be covered. Advanced strategies such as hedging positions in options and exotic options shall also be addressed.
WEIGHT:
12.5%
ASSESSMENT: continuous assessment (40%), final exam (60%)
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. 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, J Indonesia, K KDU Malaysia, Q Kuwait or Z New Zealand.
Special approval is required for enrolment into TNE Program units - campuses A, F, G, J, K, Q and Z click here for more information.