AFF4261

Derivative products

(BUS)

Mr Kevin Tant

6 points + 3 hours per week + First, second semester + Caulfield

Synopsis: Topics include interest rate swaps, including application and uses; foreign currency swaps; commodity-linked finance and energy derivatives (types, application and uses, pricing); the futures market, including interest rate, currency, equity and commodity futures; the options market, including exchange traded options and over the counter options; the forward rate agreement market; developments in derivatives markets.

Assessment: Assignment and coursework: 50% + Examination (3 hours): 50%