Skip to Content

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 of derivative Markets. You will learn about different valuation/modelling 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:

S2 Day - Session 2, North Ryde, Day

Staff Contact(s): Actuarial staff

ACST603 or (admission to MActPrac post 2014) Prerequisite Information


Unit Designation(s):



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.
Need help? Ask us.