Note: This is an archived Handbook entry from 2014.
|Dates & Locations:|| |
This subject has the following teaching availabilities in 2014:Term 2, Parkville - Taught on campus.
Timetable can be viewed here. For information about these dates, click here.
|Time Commitment:||Contact Hours: 30 hours |
Total Time Commitment: Not available
|Recommended Background Knowledge:||None|
|Non Allowed Subjects:||None|
|Core Participation Requirements:||
For the purposes of considering request for Reasonable Adjustments under the Disability Standards for Education (Cwth 2005), and Student Support and Engagement Policy, academic requirements for this subject are articulated in the Subject Overview, Learning Outcomes, Assessment and Generic Skills sections of this entry.
It is University policy to take all reasonable steps to minimise the impact of disability upon academic study, and reasonable adjustments will be made to enhance a student's participation in the University's programs. Students who feel their disability may impact on meeting the requirements of this subject are encouraged to discuss this matter with a Faculty Student Adviser and Student Equity and Disability Support: http://services.unimelb.edu.au/disability
This subject addresses what risk management is, why companies engage in risk management, and the tools available to manage risk. As part of this, the subject provides an introduction to basic derivative securities such as forward and futures contracts, options, interest rate and currency swaps, and credit derivatives. We deal with the issue of pricing derivative securities by simple arbitrage arguments, and develop a framework for analyzing and using financial derivatives in various applications. While the study of derivative securities is inherently quantitative, the subject also focuses on economic intuitions and interpretations behind derivative securities.
On completion of this subject, students should be able to:
|Breadth Options:|| |
This subject is not available as a breadth subject.
|Fees Information:||Subject EFTSL, Level, Discipline & Census Date|
Master of Business Administration |
Master of Business Administration
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