Derivative Securities
UoS Code FINC6010
Credit points 6
Offered Semester 1, Semester 2 and Summer
Prerequisites FINC5001 or FINC5002 or FINC6000
Corequisites
Prohibitions
Assumed Knowledge
Additional Information
Lectures 3 hrs per week
Assessment Applied Project: Group Assignment; Assignment Presentation; Mid-semester test; Final examination
Description This unit provides an introduction to the rapidly-growing area of options, futures and swaps. These securities are all derived from fundamental securities such as equities and bonds. The unit examines the nature of each of these securities in turn before a thorough treatment of the pricing and use of these securities for investment management and risk management purposes.