Faculty of Business and Economics

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Monash University

Monash University Handbook 2010 Undergraduate - Unit

6 points, SCA Band 3, 0.125 EFTSL

FacultyFaculty of Business and Economics
OfferedCaulfield First semester 2010 (Day)
Caulfield Second semester 2010 (Day)


This unit examines the institutional features of futures and options markets, the use of futures, options and other derivatives in arbitraging, trading and hedging, and pricing of these instruments.


The learning goals associated with this unit are to:

  1. discuss the operations of derivative markets
  2. explain the use of the options and futures markets for hedging and trading purposes
  3. implement trading strategies and measure positions
  4. demonstrate how to price and value standard futures and option contracts
  5. apply critical thinking, problem solving and presentation skills to individual and / or group activities dealing with futures and options markets and demonstrate in an individual summative assessment task the acquisition of a comprehensive understanding of the topics covered by AFF3751.


Within semester assessment: 30%
Examination (3 hours): 70%

Chief examiner(s)

Binh Do

Contact hours

3 hours per week