University Course Planner The University of Adelaide Australia

CORPFIN 7020 - Derivatives (M)

Career: Postgraduate Coursework
Units: 3
Term: 4020
Campus: North Terrace
Contact: Up to 4 hours per week
Available for Study Abroad and Exchange: Yes
Available for Non-Award Study: Yes
Pre-Requisite: CORPFIN 7039 and CORPFIN 7040 or (CORPFIN 7039AMELB and CORPFIN 7039BMELB and CORPFIN 7040AMELB and CORPFIN 7040BMELB)
Assessment: Assignment, Trading games and Exam
Syllabus:

This course examines the function and operation derivative markets serve in finance. To begin, the course identifies relationships that must hold in such markets if there are to be no arbitrage opportunities. The course then covers options pricing using the Binomial and Black-Scholes approach, as well as describing a wide range of futures and options dealing strategies, along with their applications to hedging and risk management. Currency and fixed-interest derivatives are also considered as well as options on futures and some alternative exotic options. Applications developed at the University of Adelaide are used to complement the study of derivative securities.

Course Fees

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Student Status

Domestic
International

What type of place are you studying in

Commonwealth supported
Full fee paying

Study Level

Undergraduate
Postgraduate Coursework
Non Award

Program of Study

Study Abroad student tuition fees are available here

Only some Postgraduate Coursework programs are available as Commonwealth Supported. Please check your program for specific fee information.

The fees displayed below for international students are for students commencing a program in 2024 only. International students who commenced a program in 2023 or prior can find their fee here.

Units
EFTSL
Amount
3
0.125
          
  


Course Outline

A Course Outline which includes Learning Outcomes, Learning Resources, Learning & Teaching for this course may be accessed here


Critical Dates

Term Last Day to Add Online Census Date Last Day to WNF Last Day to WF
4020 Mon 10/08/2020 Wed 19/08/2020 Fri 30/10/2020 Not Available


Class Details

Enrolment Class: Tutorial
Class Nbr Section Size Available Dates Days Time Location
24705 TU06 25 3 6 Aug - 17 Sep Thursday 5pm - 6pm Petroleum Engineering, G04, Teaching Room
8 Oct - 22 Oct Thursday 5pm - 6pm Petroleum Engineering, G04, Teaching Room
5 Nov - 5 Nov Thursday 5pm - 6pm Petroleum Engineering, G04, Teaching Room
24706 TU05 22 2 3 Aug - 14 Sep Monday 11am - 12pm Ligertwood, 316, Teaching Room
12 Oct - 19 Oct Monday 11am - 12pm Ligertwood, 316, Teaching Room
2 Nov - 2 Nov Monday 11am - 12pm Ligertwood, 316, Teaching Room
24707 TU04 24 2 3 Aug - 14 Sep Monday 10am - 11am Nexus10, UB40, Teaching Room
12 Oct - 19 Oct Monday 10am - 11am Nexus10, UB40, Teaching Room
2 Nov - 2 Nov Monday 10am - 11am Nexus10, UB40, Teaching Room
24708 TU03 25 4 3 Aug - 14 Sep Monday 5pm - 6pm MyUni, OL, Online Class
12 Oct - 19 Oct Monday 5pm - 6pm MyUni, OL, Online Class
2 Nov - 2 Nov Monday 5pm - 6pm MyUni, OL, Online Class
24709 TU02 23 1 6 Aug - 17 Sep Thursday 3pm - 4pm Ligertwood, 214, Piper Alderman Room
8 Oct - 22 Oct Thursday 3pm - 4pm Ligertwood, 214, Piper Alderman Room
5 Nov - 5 Nov Thursday 3pm - 4pm Ligertwood, 214, Piper Alderman Room
24710 TU01 25 1 5 Aug - 16 Sep Wednesday 4pm - 5pm MyUni, OL, Online Class
7 Oct - 21 Oct Wednesday 4pm - 5pm MyUni, OL, Online Class
4 Nov - 4 Nov Wednesday 4pm - 5pm MyUni, OL, Online Class
24711 TU07 25 FULL 5 Aug - 16 Sep Wednesday 5pm - 6pm MyUni, OL, Online Class
7 Oct - 21 Oct Wednesday 5pm - 6pm MyUni, OL, Online Class
4 Nov - 4 Nov Wednesday 5pm - 6pm MyUni, OL, Online Class
Automatic Enrolment Class: Lecture
Class Nbr Section Size Available Dates Days Time Location
20662 LE01 170 14 30 Jul - 17 Sep Thursday 12pm - 2pm MyUni, OL, Online Class
8 Oct - 22 Oct Thursday 12pm - 2pm MyUni, OL, Online Class