fin2fdr derivative securities
DERIVATIVE SECURITIES
FIN2FDR
2020
Credit points: 15
Subject outline
In recent years there has been a dramatic increase in the size and complexity of the types of investment securities, the markets in which they are traded, and the institutions which trade them. In order to reduce the risks associated with trading these investment securities, derivative securities, such as forwards, futures, swaps and options, have rapidly evolved. Unfortunately, in some cases these derivative securities have increased rather than reduced the financial risks faced by individuals, corporations and even governments. This subject provides you with a roadmap which will help you to understand derivative securities and derivative markets. Through this subject you will develop the skills of a financial risk manager to price derivative securities and to use them to define risk management strategies which meet the risk-reward objectives of different investors.
SchoolLa Trobe Business School (Pre 2022)
Credit points15
Subject Co-ordinatorDoureige Jurdi
Available to Study Abroad/Exchange StudentsYes
Subject year levelYear Level 2 - UG
Available as ElectiveNo
Learning ActivitiesN/A
Capstone subjectNo
Subject particulars
Subject rules
PrerequisitesFIN2FIN OR FIN1FOF
Co-requisitesN/A
Incompatible subjectsFIN3FDR
Equivalent subjectsFIN3FDR
Quota Management StrategyN/A
Quota-conditions or rulesN/A
Special conditionsN/A
Minimum credit point requirementN/A
Assumed knowledgeN/A
Learning resources
Options, Futures and other Derivatives.
Resource TypeBook
Resource RequirementPrescribed
AuthorJohn C Hull
YearN/A
Edition/VolumeN/A
PublisherPEAR COLLEGE DIV
ISBNN/A
Chapter/article titleN/A
Chapter/issueN/A
URLN/A
Other descriptionN/A
Source locationN/A
Career Ready
Career-focusedNo
Work-based learningNo
Self sourced or Uni sourcedN/A
Entire subject or partial subjectN/A
Total hours/days requiredN/A
Location of WBL activity (region)N/A
WBL addtional requirementsN/A
Graduate capabilities & intended learning outcomes
Graduate Capabilities
Intended Learning Outcomes
Subject options
Select to view your study options…
Melbourne (Bundoora), 2020, Semester 1, Day
Overview
Online enrolmentYes
Maximum enrolment sizeN/A
Subject Instance Co-ordinatorDoureige Jurdi
Class requirements
LectureWeek: 10 - 22
One 2.00 hours lecture per week on weekdays during the day from week 10 to week 22 and delivered via face-to-face.
TutorialWeek: 11 - 22
One 1.00 hour tutorial per week on weekdays during the day from week 11 to week 22 and delivered via face-to-face.
Assessments
| Assessment element | Category | Contribution | Hurdle | % | ILO* |
|---|---|---|---|---|---|
1-hour mid-semester formative examination | N/A | N/A | No | 10 | SILO1, SILO2, SILO3, SILO4, SILO5 |
One 2-hour final examination | N/A | N/A | No | 50 | SILO1, SILO2, SILO3, SILO4, SILO5 |
Online and/or in class formative assessment tasks (500-words equivalent) | N/A | N/A | No | 20 | SILO1, SILO2, SILO3, SILO4, SILO5, SILO6 |
1,000-word individual assignment | N/A | N/A | No | 20 | SILO1, SILO2, SILO3, SILO4, SILO5, SILO6 |
Vietnam (Hanoi University), 2020, Semester 2, Day
Overview
Online enrolmentYes
Maximum enrolment sizeN/A
Subject Instance Co-ordinatorDoureige Jurdi
Class requirements
LectureWeek: 31 - 43
One 2.00 hours lecture other recurrence on weekdays during the day from week 31 to week 43 and delivered via face-to-face.
Assessments
| Assessment element | Category | Contribution | Hurdle | % | ILO* |
|---|---|---|---|---|---|
1-hour mid-semester formative examination | N/A | N/A | No | 10 | SILO1, SILO2, SILO3, SILO4, SILO5 |
One 2-hour final examination | N/A | N/A | No | 50 | SILO1, SILO2, SILO3, SILO4, SILO5 |
Online and/or in class formative assessment tasks (500-words equivalent) | N/A | N/A | No | 20 | SILO1, SILO2, SILO3, SILO4, SILO5, SILO6 |
1,000-word individual assignment | N/A | N/A | No | 20 | SILO1, SILO2, SILO3, SILO4, SILO5, SILO6 |
Sydney, 2020, Study period 1, Day
Overview
Online enrolmentYes
Maximum enrolment sizeN/A
Subject Instance Co-ordinatorDoureige Jurdi
Class requirements
LectureWeek: 10 - 22
One 2.00 hours lecture per week on weekdays during the day from week 10 to week 22 and delivered via face-to-face.
TutorialWeek: 11 - 22
One 1.00 hour tutorial per week on weekdays during the day from week 11 to week 22 and delivered via face-to-face.
Assessments
| Assessment element | Category | Contribution | Hurdle | % | ILO* |
|---|---|---|---|---|---|
1-hour mid-semester formative examination | N/A | N/A | No | 10 | SILO1, SILO2, SILO3, SILO4, SILO5 |
One 2-hour final examination | N/A | N/A | No | 50 | SILO1, SILO2, SILO3, SILO4, SILO5 |
Online and/or in class formative assessment tasks (500-words equivalent) | N/A | N/A | No | 20 | SILO1, SILO2, SILO3, SILO4, SILO5, SILO6 |
1,000-word individual assignment | N/A | N/A | No | 20 | SILO1, SILO2, SILO3, SILO4, SILO5, SILO6 |
Sydney, 2020, Study period 2, Day
Overview
Online enrolmentYes
Maximum enrolment sizeN/A
Subject Instance Co-ordinatorDoureige Jurdi
Class requirements
LectureWeek: 31 - 42
One 2.00 hours lecture per week on weekdays during the day from week 31 to week 42 and delivered via face-to-face.
TutorialWeek: 31 - 42
One 1.00 hour tutorial per week on weekdays during the day from week 31 to week 42 and delivered via face-to-face.
Assessments
| Assessment element | Category | Contribution | Hurdle | % | ILO* |
|---|---|---|---|---|---|
1-hour mid-semester formative examination | N/A | N/A | No | 10 | SILO1, SILO2, SILO3, SILO4, SILO5 |
One 2-hour final examination | N/A | N/A | No | 50 | SILO1, SILO2, SILO3, SILO4, SILO5 |
Online and/or in class formative assessment tasks (500-words equivalent) | N/A | N/A | No | 20 | SILO1, SILO2, SILO3, SILO4, SILO5, SILO6 |
1,000-word individual assignment | N/A | N/A | No | 20 | SILO1, SILO2, SILO3, SILO4, SILO5, SILO6 |