Dealing in derivative products
Mr Kevin Tant
6 points
* 3 hours per week
* First, second semester
*
Caulfield
Objectives On completion of this subject participants will be able to increase their knowledge and understanding of market movements and trends; practise and develop operating skills in a uniquely realistic and active dealing environment; refine strategic thinking skills to achieve a high level of performance; deal in a range of derivative products including, interest rate and currency swaps, interest rate and currency futures, interest rate and currency options.
Synopsis Topics include comparison and differences between dealing procedures for physical markets and derivative markets; dealing in options including interest rate, currency and equity options; dealing in swaps, including interest rate and currency swaps; dealing in the futures markets, including interest rate and currency futures.
Assessment Assignment and coursework: 50%
* Examination (3 hours):
50%
Prescribed texts
Fitzgerald M D Financial options Euromoney Publications, 1986
Fitzgerald M D Financial futures Euromoney publications, 1983
Miron P and Swannell P Pricing and hedging swaps Euromoney Books, 1991
| Published by Monash University, Clayton, Victoria
3168 Copyright © Monash University 1996 - All Rights Reserved - Caution Authorised by the Academic Registrar December 1996 |