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2010 Course Handbook

ACST873: Financial Derivatives Management

This unit covers the valuation and hedging of financial derivatives and their applications in investment and finance. Topics covered include: the uses of financial derivatives; modelling framework for pricing and management, standard financial derivatives; exotic options; interest rate derivatives; managing financial risks; measuring and managing capital; and accounting and taxation for derivatives.

Credit Points:4
Contact Hours:--
When Offered: 2012 - Unit offered in 2012
Staff Contact: Mr Tim Kyng
Prerequisites:

Permission of Executive Dean of Faculty

Corequisites:

NCCWs:

ACST828, ACCG806

Unit Designations: Commerce
Assessed As: Graded
Offered By:

Department of Applied Finance and Actuarial Studies


Faculty of Business and Economics