units

BFF3751

Faculty of Business and Economics

Monash University

Undergraduate - Unit

This unit entry is for students who completed this unit in 2014 only. For students planning to study the unit, please refer to the unit indexes in the the current edition of the Handbook. If you have any queries contact the managing faculty for your course or area of study.

print version

6 points, SCA Band 3, 0.125 EFTSL

Refer to the specific census and withdrawal dates for the semester(s) in which this unit is offered, or view unit timetables.

LevelUndergraduate
FacultyFaculty of Business and Economics
Organisational UnitDepartment of Banking and Finance
OfferedCaulfield First semester 2014 (Day)

Synopsis

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.

Outcomes

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 BFF3751.

Assessment

Within semester assessment: 30%
Examination: 70%

Chief examiner(s)

Workload requirements

Minimum total expected workload equals 144 hours per semester

Prerequisites

Prohibitions