Courses & Units

Derivative Securities BEA380

Hobart

Introduction

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.

Specific information for students enrolled in the flexible mode/distance is available in the unit outline.

Summary

Unit name Derivative Securities
Unit code BEA380
Credit points 12.5
Faculty/School Tasmanian School of Business & Economics (TSBE)
TSBE
Discipline Economics and Finance
Coordinator Dr Nagaratnam Jeyasreedharan
Teaching staff

Dr Nagaratnam Jeyasreedharan

Level Advanced
Available as student elective? Yes
Breadth Unit? No

Availability

Location Study period Attendance options Available to
Hobart Semester 2 On-Campus Off-Campus International International Domestic Domestic

Key

On-campus
Off-Campus
International students
Domestic students
Note

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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.

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TNE Program units special approval requirements.

Key Dates

Study Period Start date Census date WW date End date
Semester 2 13/7/2015 10/8/2015 31/8/2015 16/10/2015

* 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).

Unit census dates currently displaying for 2015 are indicative and subject to change. Finalised census dates for 2015 will be available from the 1st October 2014.

About Census Dates

Fees

Domestic

Band CSP Student Contribution Full Fee Paying (domestic) Field of Education
3 2015: $1,283.00 2015: $2,093.00 081105

Fees for next year will be published in October. The fees above only apply for the year shown.

Please note: international students should refer to this page to get an indicative course cost.

Requisites

Prerequisites

BEA286

Teaching

Teaching Pattern

1 x 2 hour lecture, 1 x 1 hour workshop per week

Assessment

Please check the unit outline for details.

TimetableView the lecture timetable | View the full unit timetable

Textbooks

Required

Please check the unit outline for details.

The University reserves the right to amend or remove courses and unit availabilities, as appropriate.