Courses & Units

Derivatives BEA602

Hobart

Note:

May be taken as an elective in other postgraduate courses only with permission from the Master of Finance course coordinator.

Introduction

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.

Summary

Unit name Derivatives
Unit code BEA602
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 Postgraduate
Available as student elective? No
Breadth Unit? No

Availability

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

Key

On-campus
Off-Campus
International students
Domestic students
Note

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.

Key Dates

Study Period Start date Census date WW date End date
Semester 2 17/7/2017 10/8/2017 4/9/2017 20/10/2017

* 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.

About Census Dates

Fees

Domestic

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.

Requisites

Prerequisites

BEA681 or BEA654 or BEA674

Teaching

Teaching Pattern

1 x 2 hour lecture per week, 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

RequiredPlease check the unit outline for details.

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