• Offered by Rsch Sch of Finance, Actuarial Studies & App Stats
  • ANU College ANU College of Business and Economics
  • Classification Specialist
  • Course subject Financial Management
  • Areas of interest Finance
  • Academic career PGRD
  • Course convener
    • Dr Kin-Yip Ho
  • Mode of delivery In Person
  • Offered in Second Semester 2020
    See Future Offerings

This course covers the design, use, and pricing of derivative instruments and reviews their role in risk management. Students learn a range of analytical methods, apply these techniques with market data, and communicate their findings to others.

Learning Outcomes

Upon successful completion, students will have the knowledge and skills to:

Upon successful completion of the requirements for this course, students are expected to

have attained proficiency in the following areas:

  • Understanding of the motives, reasons and explanations for corporate hedging activity
  • Knowledge of key financial building blocks, used in constructing complex derivative instruments (eg futures, forwards, options and swaps)
  • Analysis of payoffs and strategies involved in trading derivative instruments and combinations of derivatives
  • Application of the pricing of individual and combinations of derivative securities
  • Use and benefits of derivatives in a portfolio context.

Other Information

See the course outline on the College courses page. Outlines are uploaded as they become available. 

Indicative Assessment

Typical assessment may include, but is not restricted to: in-class quizzes, case studies and assignments.

The ANU uses Turnitin to enhance student citation and referencing techniques, and to assess assignment submissions as a component of the University's approach to managing Academic Integrity. While the use of Turnitin is not mandatory, the ANU highly recommends Turnitin is used by both teaching staff and students. For additional information regarding Turnitin please visit the ANU Online website.

Workload

Students are expected to commit at least 10 hours per week to completing the work in this course. This will include at least 3 contact hours per week and up to 7 hours of private study time.

Requisite and Incompatibility

To enrol in this course you must have completed FINM7007 and FINM7008 and FINM7041

Preliminary Reading


 

 

Assumed Knowledge

Advanced courses in corporate finance, investments, financial intermediation and markets.

Specialisations

Fees

Tuition fees are for the academic year indicated at the top of the page.  

If you are a domestic graduate coursework or international student you will be required to pay tuition fees. Tuition fees are indexed annually. Further information for domestic and international students about tuition and other fees can be found at Fees.

Student Contribution Band:
3
Unit value:
6 units

If you are an undergraduate student and have been offered a Commonwealth supported place, your fees are set by the Australian Government for each course. At ANU 1 EFTSL is 48 units (normally 8 x 6-unit courses). You can find your student contribution amount for each course at Fees.  Where there is a unit range displayed for this course, not all unit options below may be available.

Units EFTSL
6.00 0.12500
Note: Please note that fee information is for current year only.

Offerings, Dates and Class Summary Links

The list of offerings for future years is indicative only.
Class summaries, if available, can be accessed by clicking on the View link for the relevant class number.

Second Semester

Class number Class start date Last day to enrol Census date Class end date Mode Of Delivery Class Summary
7286 27 Jul 2020 03 Aug 2020 31 Aug 2020 30 Oct 2020 In Person N/A

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