University Course Planner The University of Adelaide Australia

CORPFIN 7020 - Derivatives (M)

Career: Postgraduate Coursework
Units: 3
Term: Semester 1
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
Assessment: Exam/assignments/tests/tutorial work as prescribed at first lecture
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

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
Semester 1 Tue 15/03/2022 Thu 24/03/2022 Fri 06/05/2022 Fri 10/06/2022


Class Details

Enrolment Class: Tutorial
Class Nbr Section Size Available Dates Days Time Location
11424 TU04 22 2 8 Mar - 5 Apr Tuesday 2pm - 3pm Engineering & Mathematics, EMG06, Teaching Room
26 Apr - 31 May Tuesday 2pm - 3pm Engineering & Mathematics, EMG06, Teaching Room
11425 TU03 22 2 7 Mar - 7 Mar Monday 10am - 11am Ligertwood, 216, Sarawak Room
15 Mar - 15 Mar Tuesday 12pm - 1pm Marjoribanks, 128, BankSA Teaching Suite
21 Mar - 4 Apr Monday 10am - 11am Ligertwood, 216, Sarawak Room
26 Apr - 26 Apr Tuesday 12pm - 1pm Marjoribanks, 128, BankSA Teaching Suite
2 May - 30 May Monday 10am - 11am Ligertwood, 216, Sarawak Room
19896 TU11 20 FULL 10 Mar - 7 Apr Thursday 4pm - 5pm MyUni, OL, Online Class
28 Apr - 2 Jun Thursday 4pm - 5pm MyUni, OL, Online Class
Note: This class is for offshore/interstate students only. Please refer to MyUni for details once enrolled.
19897 TU10 20 FULL 8 Mar - 5 Apr Tuesday 5pm - 6pm MyUni, OL, Online Class
26 Apr - 31 May Tuesday 5pm - 6pm MyUni, OL, Online Class
Note: This class is for offshore/interstate students only. Please refer to MyUni for details once enrolled.
19898 TU09 20 FULL 10 Mar - 7 Apr Thursday 5pm - 6pm MyUni, OL, Online Class
28 Apr - 2 Jun Thursday 5pm - 6pm MyUni, OL, Online Class
Note: This class is for offshore/interstate students only. Please refer to MyUni for details once enrolled.
20773 TU12 17 FULL 8 Mar - 5 Apr Tuesday 3pm - 4pm MyUni, OL, Online Class
26 Apr - 31 May Tuesday 3pm - 4pm MyUni, OL, Online Class
Note: Please contact professions@ask.adelaide.edu.au to enrol. This class is for offshore/interstate students only. Please refer to MyUni for details once enrolled.
Automatic Enrolment Class: Lecture
Class Nbr Section Size Available Dates Days Time Location
11419 LE01 121 4 3 Mar - 7 Apr Thursday 12pm - 2pm Napier, 102, Lecture Theatre
28 Apr - 2 Jun Thursday 12pm - 2pm Napier, 102, Lecture Theatre
Note: This class will be recorded during the face-to-face session. See recording in MyUni after the scheduled session.