Futures and options markets
Ms Kathy Avram
6 points
* Distance
* Second semester
* Prerequisite:
DEB2401
Objectives On completion of this subject students should be able to demonstrate an understanding of the development of derivatives markets in Australia; appreciate the use of hedging techniques and pricing relationships; assess the role and use of options and associated pricing relationships.
Synopsis The evolution and history of futures markets; hedging exposures using both futures and options markets; identifying arbitrage opportunities in futures markets; use of futures and options in portfolio management; exploring fundamental and technical analysis.
Assessment Assignment (4000 words): 30%
* Examination (3 hours):
70%
Prescribed texts
Chance D M An introduction to derivatives 3rd edn, Dryden, 1995
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