AFF3751

Futures and options markets

(BUS)

Mr Roger Love

6 points + 3 hours per week + First semester + Distance, Caulfield + Prerequisite: AFF2401

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: Assignment: 30% + Examination (3 hours): 70%