Offered
Caulfield First semester 2008 (Day)
Caulfield Second semester 2008 (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
Within semester assessment: 30%
Examination (3 hours): 70%
Contact hours
3 hours per week
Prerequisites
AFF2401
