May be taken as an elective in other postgraduate courses only with permission from the Master of Finance course coordinator.
Derivative securities are (as the name suggests) derived from other securities. Hence, their role in risk mitigation, 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-Scholesoption pricing, hedging positions in options, advanced trading strategies, and exotic options.
|Faculty/School||Tasmanian School of Business & Economics (TSBE)
|Discipline||Economics and Finance|
|Coordinator||Dr Nagaratnam Jeyasreedharan|
Dr Nagaratnam Jeyasreedharan
|Available as student elective?||No|
|Location||Study period||Attendance options||Available to|
- International students
- Domestic students
Units are offered as On-campus where the majority of teaching will occur at the campus identified. Units offered Off-campus generally have no requirement for attendance at a physical university campus unless the unit has practical or fieldwork components*: the campus indicated for an Off-Campus unit is the one at which teaching is administered from.
*Please read the Unit Introduction in the Course and Unit Handbook for attendance requirements for units offered in Off-campus mode.
|Study Period||Start date||Census date||WW date||End date|
* 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 2017 are indicative and subject to change. Finalised census dates for 2017 will be available from the 1st October 2016.
|Band||CSP Student Contribution||Full Fee Paying (domestic)||Field of Education|
|3||2017: $1,324.00||2017: $2,438.00||081101|
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.
PrerequisitesBEA681 or BEA654 or BEA674
1 x 2 hour lecture per week, 1 x 1 hour workshop per week.
Please check the unit outline for details.
|Timetable||View the lecture timetable | View the full unit timetable|
|Required||Please check the unit outline for details.|
The University reserves the right to amend or remove courses and unit availabilities, as appropriate.