AFC3340

Options, financial futures and other derivatives

(BUS)

Mr Howard Chan

6 points + Two 1-hour lectures and one 1-hour tutorial per week + Second semester + Clayton + Prerequisite: AFC2140 or AFC2240

Synopsis: Topics include institutional aspects of how financial derivatives markets operate, use of and factors affecting the price of options in equity, currency and interest rate markets, the pricing of and uses of futures, forward contracts and swaps, new financial derivative instruments in Australia.

Assessment: Written (2000 words): 20% + Examination (3 hours): 80%