Monash University Business & Economics handbook 1995

Copyright © Monash University 1995
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FIN2751

Futures and options markets

Mr Ian O'Connor

6 points * 3 hours per week * Second semester * Caulfield * Prerequisite: FIN2401

Objectives On completion of this subject students should be able to demonstrate an understanding of the development of derivatives markets in Australia; appreciate the use of hedging techniques and pricing relationships; assess the role and use of options and associated pricing relationships.

Synopsis The evolution and history of futures markets; hedging exposures using both futures and options markets; identifying arbitrage opportunities in futures markets; use of futures and options in portfolio management; exploring fundamental and technical analysis.

Assessment Research assignment (5000 words): 25% * Final Examination (3 hours): 65%

Prescribed texts

Lofton T Getting started in futures 2nd edn, Wiley, 1993


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