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AFF9150 - Options, futures and risk management

6 points, SCA Band 2, 0.125 EFTSL

Postgraduate Faculty of Business and Economics

Leader: Mr Roger Love


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


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


The learning goals associated with this unit are to:


Examination (3 hours): 70%
Case Study and Research Assignments: 30%

Contact hours

3 hours per week