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Postgraduate Undergraduate, Postgraduate |
(BUS)
|
Leader: Mr Kevin Tant
Offered:
Not offered in 2005.
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%
Contact Hours: 3 hours per week