BFF3751 - Derivatives 1 - 2019

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 derivatives markets
2. evaluate the options and futures markets for hedging and trading purposes
3. demonstrate how to price and value standards futures and options contracts and other derivatives
4. implement trading strategies and measure positions.

Within semester assessment: 50% + Examination: 50%

Minimum total expected workload to achieve the learning outcomes for this unit is 144 hours per semester typically comprising a mixture of scheduled learning activities and independent study. Independent study may include associated readings, assessment and preparation for scheduled activities. The unit requires on average three/four hours of scheduled activities per week. Scheduled activities may include a combination of teacher directed learning, peer directed learning and online engagement.

See also Unit timetable information