| 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. |
