Derivatives (11234.2)
Available teaching periods | Delivery mode | Location |
---|---|---|
View teaching periods | On-campus |
Bruce, Canberra |
EFTSL | Credit points | Faculty |
0.125 | 3 | Faculty Of Business, Government & Law |
Discipline | Study level | HECS Bands |
Canberra Business School | Level 3 - Undergraduate Advanced Unit | Band 4 2021 (Commenced After 1 Jan 2021) Band 4 2021 (Commenced After 1 Jan Social Work_Exclude 0905) Band 5 2021 (Commenced Before 1 Jan 2021) |
Learning outcomes
After successful completion of this unit, students will be able to:1. Analyse and explain how derivatives, such as options, futures, forwards, and swaps, are structured and operate;
2. Use various models to price forward contracts, futures, swaps and options contracts;
3. Develop and apply option trading strategies; and
4. Select and apply appropriate derivatives for various types of risk management.
Graduate attributes
1. UC graduates are professional - employ up-to-date and relevant knowledge and skills1. UC graduates are professional - communicate effectively
1. UC graduates are professional - use creativity, critical thinking, analysis and research skills to solve theoretical and real-world problems
1. UC graduates are professional - work collaboratively as part of a team, negotiate, and resolve conflict
1. UC graduates are professional - display initiative and drive, and use their organisation skills to plan and manage their workload
2. UC graduates are global citizens - communicate effectively in diverse cultural and social settings
3. UC graduates are lifelong learners - adapt to complexity, ambiguity and change by being flexible and keen to engage with new ideas
3. UC graduates are lifelong learners - evaluate and adopt new technology
2. UC graduates are global citizens - think globally about issues in their profession
Prerequisites
11215 Business FinanceCorequisites
None.Incompatible units
None.Equivalent units
None.Assumed knowledge
School/college level mathematics and/or statistics, accounting or economics knowledge.Year | Location | Teaching period | Teaching start date | Delivery mode | Unit convener |
---|---|---|---|---|---|
2024 | Bruce, Canberra | Semester 1 | 05 February 2024 | On-campus | Dr Abu Mollik |
2025 | Bruce, Canberra | Semester 1 | 03 February 2025 | On-campus | Dr Abu Mollik |
Required texts
Textbook: Fundamentals of Futures and Options Markets, Global Edition, 8/E, 2016 by John C. Hull; ISBN-10: 1292155035 • ISBN-13: 9781292155036, Pearson,Printed in Vivar, Malaysia
Here are the links to where students can purchase the text book or eBook directly
Publisher's website where the students can purchase direct from the publisher:
Text book -
eBook -
From time to time you may find it useful to consult newspapers and journals such as;
- The Australian
- Australian Financial Review
- Business Review Weekly
- Global Finance Journal
Each of these is available in UC library or online in electronic format.
Submission of assessment items
Extensions & Late submissions
Subject policy on re-submissions, late penalties, absences etc.:
Re-submission is not permitted for any item of assessment.
Special assessment requirements
Final grades in this subject will be assessed according to performance in each of the
assessment items identified above. In order to pass this unit, you must obtain:
- an overall total score of at least 50% AND
- submit all assessment items marked as mandatory
Students must apply academic integrity in their learning and research activities at ºÚÁÏÍø. This includes submitting authentic and original work for assessments and properly acknowledging any sources used.
Academic integrity involves the ethical, honest and responsible use, creation and sharing of information. It is critical to the quality of higher education. Our academic integrity values are honesty, trust, fairness, respect, responsibility and courage.
UC students have to complete the annually to learn about academic integrity and to understand the consequences of academic integrity breaches (or academic misconduct).
UC uses various strategies and systems, including detection software, to identify potential breaches of academic integrity. Suspected breaches may be investigated, and action can be taken when misconduct is found to have occurred.
Information is provided in the Academic Integrity Policy, Academic Integrity Procedure, and University of Canberra (Student Conduct) Rules 2023. For further advice, visit Study Skills.
Participation requirements
See 5b above
Required IT skills
None
Work placement, internships or practicums
None
Additional information
N/A