AFF3751 - Futures and options markets

Leader: Mr Roger Love

Offered

Caulfield First semester 2007 (Day)
Caulfield Second semester 2007 (Evening)

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.

Objectives

The learning objectives of this unit are to:

• discuss the operations of derivative markets;
• explain the use of the options and futures markets for hedging and trading purposes;
• implement trading strategies and measure positions;
• evaluate empirical research associated with derivative markets and instruments;
• apply critical thinking, problem solving and presentation skills to individual and/or group activities dealing with futures and options markets.

Assessment

Assignment: 30%
Examination (3 hours): 70%

Contact hours

3 hours per week

Prerequisites

AFF2401