Courses & Units

Derivative Securities BEA380

Hobart

Introduction

In this face-to-face and flexible delivery unit, we develop an understanding of one of the fastest growing types of financial markets - those of derivative securities. They are called derivative securities because they ‘derive’ their value from the value of something else—an underlying right or interest. Underlying rights or interests (or assets in general) include (a) bonds or loans, which involve interest rate, credit, and currency risks, and (b) commodities and equities, which involve price risks. Underlying rights can also be groups of assets, such as equity or commodity indexes, or relationships between prices, such as the spread between two benchmarks. Derivatives securities play an important role in risk management.

Summary

Unit name Derivative Securities
Unit code BEA380
Credit points 12.5
Faculty/School College of Business & Economics
Tasmanian School of Business and Economics
Discipline Economics and Finance
Coordinator

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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Key Dates

Study Period Start date Census date WW date End date
Semester 2 12/7/2021 10/8/2021 30/8/2021 17/10/2021

* 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).

About Census Dates

Learning Outcomes

LO1Knowledge of options, forwards, futures and swaps and their markets.
LO2Comprehend the mechanics of how options, forwards, futures and swaps work and apply to the real world situations.
LO3Pricing options, forwards, futures and swaps.

Fees

Field of Education Commencing Student Contribution 1 Grandfathered Student Contribution 1 Approved Pathway Course Student Contribution 2 Domestic Full Fee
081105 $1,812.00 $1,419.00 not applicable $2,702.00

1 Please refer here more information on student contribution amounts.
2 Information on eligibility and Approved Pathway courses can be found here
If you have any questions in relation to the fees, please contact UConnect or more information is available on StudyAssist.

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

Requisites

Prerequisites

BEA112

Teaching

Teaching Pattern

Please see the unit outline for details.

Assessment

Weekly e-Quizzes (10%), Mid-Semester Test (10%), Assignments (20%), Final Exam (60%).

TimetableView the lecture timetable | View the full unit timetable

Textbooks

Required

Please see the unit outline for details.

LinksBooktopia textbook finder

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