University Course Planner The University of Adelaide Australia

CORPFIN 7020MELB - Derivatives (M)

Career: Postgraduate Coursework
Units: 3
Term: 4220
Campus: Melbourne
Contact: Up to 4 hours per week
Restriction: Available only to University of Adelaide College Melbourne Campus students
Available for Study Abroad and Exchange: No
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: Online test, trading games, assignment
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
4220 Mon 08/08/2022 Wed 17/08/2022 Fri 16/09/2022 Fri 28/10/2022


Class Details

Enrolment Class: Lecture
Class Nbr Section Size Available Dates Days Time Location
30260 LE01 24 19 28 Jul - 15 Sep Thursday 3:30pm - 5:30pm MyUni, OL, Online Class
6 Oct - 27 Oct Thursday 3:30pm - 5:30pm MyUni, OL, Online Class
Automatic Enrolment Class: Tutorial
Class Nbr Section Size Available Dates Days Time Location
30261 TU01 24 19 29 Jul - 16 Sep Friday 10:30am - 11:30am MyUni, OL, Online Class
7 Oct - 28 Oct Friday 10:30am - 11:30am MyUni, OL, Online Class