ECC4750 - Hedging and uncertainty

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