- Code FINM8009
- Unit Value 6 units
- Offered by Rsch Sch of Finance, Actuarial Studies & App Stats
- ANU College ANU College of Business and Economics
- Course subject Financial Management
- Areas of interest Finance
- Academic career PGRD
- Dr Kin-Yip Ho
- Mode of delivery In Person
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.
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.
See the course outline on the College courses page. Outlines are uploaded as they become available.
Typical assessment may include, but is not restricted to: in-class quizzes, case studies and assignments.
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
Advanced courses in corporate finance, investments, financial intermediation and markets.
Tuition fees are for the academic year indicated at the top of the page.
- Student Contribution Band:
- Unit value:
- 6 units
Offerings, Dates and Class Summary Links
Class summaries, if available, can be accessed by clicking on the View link for the relevant class number.
|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|