AFF9150

Options, futures and risk management ( 6 points, SCA Band 2, 0.125 EFTSL)

Leader: Mr Roger Love

Offered:
Caulfield First semester 2005 (Day)

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 hours per week