AFF3751

Futures and options markets ( 6 points, SCA Band 2, 0.125 EFTSL)

Leader: Mr Roger Love

Offered:
Caulfield First semester 2005 (Day)
Caulfield First semester 2005 (OCL)
Malaysia First semester 2005 (OCL)
Singapore First semester 2005 (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