Note: This is an archived Handbook entry from 2011.
|Dates & Locations:|| |
This subject has the following teaching availabilities in 2011:Semester 1, Parkville - Taught on campus.
Timetable can be viewed here. For information about these dates, click here.
|Time Commitment:||Contact Hours: Seminars, lectures and tutorials totalling 3 hours per week |
Total Time Commitment: Estimated total time commitment of 120 hours per semester
|Prerequisites:|| FNCE30007 Derivative Securities and one of FNCE90002 Foundations of Finance or FNCE40002 Advanced Investments. |
Study Period Commencement:
January, Semester 1, Semester 2
|Recommended Background Knowledge:||None|
|Non Allowed Subjects:||None|
|Core Participation Requirements:||
For the purposes of considering requests for Reasonable Adjustments under the Disability Standards for Education (Cwth 2005), and Students Experiencing Academic Disadvantage Policy, academic requirements for this subject are articulated in the Subject Description, Subject Objectives, Generic Skills and Assessment Requirements for this entry.
The University is dedicated to provide support to those with special requirements. Further details on the disability support scheme can be found at the Disability Liaison Unit website: http://www.services.unimelb.edu.au/disability/
CoordinatorDr Zhen Shi
ContactGraduate School of Business and Economics
Level 4, 198 Berkeley Street
Telephone: +61 3 8344 1670
|Subject Overview:||Arbitrage bounds, stock price dynamics, geometric Brownian motion and Itos Lemma, Cox-Ross-Rubinstein binomial model, Black-Scholes model, risk neutral valuation, forwards and futures, currency, stock index, futures and exotic options, Interest rate derivative securities.|
|Objectives:||On successful completion of this subject students should be able to: |
|Prescribed Texts:||You will be advised of prescribed texts by your lecturer.|
|Breadth Options:|| |
This subject is not available as a breadth subject.
|Fees Information:||Subject EFTSL, Level, Discipline & Census Date|
On successful completion of this subject, students should have improved the following generic skills:
Doctor of Philosophy - Business and Economics |
Master of Commerce - Finance
Download PDF version.