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Options, futures and risk management (6 points)


Leader: Mr Roger Love

Caulfield First semester 2004 (Evening)

Synopsis: This unit will examine the evolution and history of futures markets; hedging exposures using both futures and options markets; the identifications of arbitrage opportunities in futures markets; the use of futures and options in portfolio management; a study of fundamental and technical analysis

Assessment: Examination (3 hours): 70% + Case Study and Research Assignments: 30%

Contact Hours: 3 hour class per week

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