CORPFIN 7020 - Derivatives (M)
| Career: | Postgraduate Coursework |
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| Units: | 3 |
| Term: | 4220 |
| 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 or alternative assessment, 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
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.
| EFTSL | |||
|---|---|---|---|
| 0.125 | |||
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Course Outline
A Course Outline which includes Learning Outcomes, Learning Resources, Learning & Teaching for this course may be accessed here
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Critical Dates
| Term | Last Day to Add Online | Census Date | Last Day to WNF | Last Day to WF |
|---|---|---|---|---|
| 4220 | Mon 08/08/2022 | Wed 17/08/2022 | Fri 16/09/2022 | Fri 28/10/2022 |
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Class Details
| Enrolment Class: Tutorial | |||||||
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| Class Nbr | Section | Size | Available | Dates | Days | Time | Location |
| 21383 | TU06 | 20 | 6 | 1 Aug - 12 Sep | Monday | 10am - 11am | Nexus10, UB34, Teaching Room |
| 3 Oct - 24 Oct | Monday | 10am - 11am | Nexus10, UB34, Teaching Room | ||||
| 21384 | TU05 | 20 | 3 | 3 Aug - 14 Sep | Wednesday | 1pm - 2pm | Nexus10, UB36, Teaching Room |
| 5 Oct - 26 Oct | Wednesday | 1pm - 2pm | Nexus10, UB36, Teaching Room | ||||
| 21386 | TU03 | 20 | 6 | 3 Aug - 14 Sep | Wednesday | 12pm - 1pm | Marjoribanks, 129, Teaching Room |
| 5 Oct - 26 Oct | Wednesday | 12pm - 1pm | Marjoribanks, 129, Teaching Room | ||||
| 29494 | TU10 | 20 | FULL | 5 Aug - 16 Sep | Friday | 4pm - 5pm | MyUni, OL, Online Class |
| 7 Oct - 28 Oct | Friday | 4pm - 5pm | MyUni, OL, Online Class | ||||
| 29495 | TU09 | 20 | FULL | 3 Aug - 14 Sep | Wednesday | 5pm - 6pm | MyUni, OL, Online Class |
| 5 Oct - 26 Oct | Wednesday | 5pm - 6pm | MyUni, OL, Online Class | Note: This class is for offshore / interstate students only. Where this requirement is not met, students risk being removed from this class. Please refer to MyUni for details once enrolled. | |||
| 30482 | TU11 | 25 | 1 | 27 Jul - 14 Sep | Wednesday | 4pm - 5pm | MyUni, OL, Online Class |
| 5 Oct - 26 Oct | Wednesday | 4pm - 5pm | MyUni, OL, Online Class | ||||
| Related Class: Lecture | |||||||
| Class Nbr | Section | Size | Available | Dates | Days | Time | Location |
| 21380 | LE01 | 140 | 29 | 28 Jul - 15 Sep | Thursday | 10am - 12pm | Napier, 102, Lecture Theatre |
| 6 Oct - 27 Oct | Thursday | 10am - 12pm | Napier, 102, Lecture Theatre | Note: This class will be recorded during the face-to-face session. See recording in MyUni after the scheduled session. | |||
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