AFF3751

Futures and options markets (6 points)

(BUS)

Leader: Mr Roger Love

Offered:
Caulfield First semester 2003 (Day)
Caulfield First semester 2003 (OCL)
Malaysia First semester 2003 (OCL)
Singapore First semester 2003 (OCL)
Caulfield First semester 2004 (Day)
Caulfield First semester 2004 (OCL)
Malaysia First semester 2004 (OCL)
Singapore First semester 2004 (OCL)

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%

Contact Hours: 3 hours per week

Prerequisites: AFF2401