AFF4291

Dealing in derivative products ( 6 points, SCA Band 2, 0.125 EFTSL)

Leader: Dr Rod Lambert

Offered:
Caulfield First semester 2006 (Evening)

Synopsis: Topics include comparison and differences between dealing procedures for physical markets and derivative markets; dealing in options including interest rate, currency and equity options; dealing in swaps, including interest rate and currency swaps; dealing in the futures markets, including interest rate and currency futures.

Assessment: Assignment and coursework: 50% + Examination (3 hours): 50%

Contact Hours: 3 hours per week