ACST828: Options, Futures and Derivatives
This unit examines the principles and techniques underlying derivative markets. It covers theoretical and practical aspects of various financial instruments and derivatives including hedging, valuation and risk management and risk measurement. It covers the mathematical, statistical and financial theory of financial derivative instruments including valuation and hedging.
| Credit Points: | 4 |
| Contact Hours: | -- |
| When Offered: |
E2 - Evening; Offered in the second half-year
X2 - External study; Offered in the second half-year (On Campus session: No Session) |
| Staff Contact: | Mr Tim Kyng |
| Prerequisites: | (ACST601 and ACST603 and ACST604) or admission to MCom or MIB or MEc or MActPrac prior to 2011 |
| Corequisites: | |
| NCCWs: | |
| Unit Designations: |
Commerce
Economics |
| Assessed As: | Graded |
| Offered By: |
Department of Applied Finance and Actuarial Studies Faculty of Business and Economics |