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Derivative Instruments - AFIN329

This unit explores the characteristics and pricing of derivatives. The importance of the principles of hedging and arbitrage in derivative pricing, is considered. Derivatives investigated include forwards, futures, options and various structured products. In particular, the unit covers non-standard securities and numerical methods.

Credit Points: 3
When Offered:

S1 Evening - Session 1, North Ryde, Evening

S2 Day - Session 2, North Ryde, Day

Staff Contact(s): Finance staff
Prerequisites:

6cp at 200 level including (AFIN252 or AFIN270 or STAT272Prerequisite Information

Corequisites:

NCCW(s): ACST305, ACST306, ACCG329
Unit Designation(s):

Commerce

Unit Type:
Assessed As: Graded
Offered By:

Department of Applied Finance and Actuarial Studies

Faculty of Business and Economics

Course structures, including unit offerings, are subject to change.
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