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.
Semester 2, Parkville - Taught on campus.
Timetable can be viewed here. For information about these dates, click here.
|Time Commitment:||Contact Hours: Three hours per week of lectures |
Total Time Commitment: Estimated total time commitment of 120 hours per semester
|Prerequisites:|| This subject is only available to students enrolled in the Postgraduate Diploma in Finance, the Master of Finance (or the Master of Financial Management), and for students in the Master of Management who have successfully completed FNCE90018 Corporate Financial Policy and FNCE90056 Investment Management. |
Study Period Commencement:
Semester 1, Semester 2
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 John Handley, Prof Bruce Grundy
ContactGraduate School of Business and Economics
Level 4, 198 Berkeley Street
Telephone: +61 3 8344 1670
|Subject Overview:||This subject covers derivative markets and derivative securities. It discusses pricing, risk management and regulatory aspects of derivative securities. Topics include: forwards and futures markets, options markets, arbitrage and trading securities, basic pricing concepts, the cost-of-carry model, the Black-Scholes model, hedging and risk management techniques.|
|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:
Master of Finance |
Master of Financial Management
Master of Management (Finance)
Postgraduate Diploma in Finance
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