University Course Planner The University of Adelaide Australia

CORPFIN 7020 - Derivatives (M)

Career: Postgraduate Coursework
Units: 3
Term: Semester 2
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 2 Mon 08/08/2022 Wed 17/08/2022 Fri 16/09/2022 Fri 28/10/2022


Class Details

Enrolment Class: Tutorial
Class Nbr Section Size Available Dates Days Time Location
21381 TU08 20 16 4 Aug - 15 Sep Thursday 9am - 10am Badger, LG17, Teaching Room
6 Oct - 27 Oct Thursday 9am - 10am Badger, LG17, Teaching Room
21383 TU06 20 15 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 6 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 13 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 1 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. Please refer to MyUni for details once enrolled.
Related Class: Lecture
Class Nbr Section Size Available Dates Days Time Location
21380 LE01 140 69 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.