This is archived information!
Search current Handbook for current unit information.
Options, Futures and Derivatives - ACST828
This unit aims to provide students with a knowledge and understanding of the principles and techniques underlying the theory and practice in Derivative Markets. You will learn about different valuation/modeling techniques and will need to understand the usefulness and shortcomings of these techniques when applied in practice. It primarily aims to give you the tools for quantitative analysis of transactions and securities including valuation and risk management for capital projects and securities. This includes computer based numerical implementation using spreadsheet software. This unit is enables students to gain an understanding of the theoretical and practical skills necessary to understand financial derivatives.
| Credit Points: | 4 |
| When Offered: | D2 - Day; Offered in Session 2, North Ryde |
| Staff Contact(s): | Dr Tim Kyng |
| Prerequisites: |
ACST603 or admission to MCom or MIB or MEc or MActPrac prior to 2011 |
| Corequisites: | |
| NCCW(s): | |
| Unit Designation(s): | |
| Assessed As: | Graded |
| Offered By: | Department of Applied Finance and Actuarial Studies Faculty of Business and Economics |
Timetable Information
For unit timetable information please visit the Timetables@Macquarie Website