Monash University Handbooks 2008

ECC4750 - Hedging and uncertainty

6 points, SCA Band 3, 0.125 EFTSL

Undergraduate, Postgraduate Faculty of Business and Economics

Leader: Dr Steph Miller

Offered

Clayton Second semester 2008 (Day)

Synopsis

Theories of hedging and speculation; determination of spot and futures prices, and intertemporal allocation; market efficiency; expectations, including adaptive expectations and rational expectations.

Assessment

Within semester assessment: 100%

Contact hours

Three contact hours per week

Prerequisites

ECC4650 or equivalent

Prohibitions

ECX5475

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