The aim of the unit is to introduce students to understand the theory and practise of pricing and hedging derivative securities within different markets. The unit will focus on the theoretical frameworks associated with the different pricing models for options, futures, interest rate derivatives, foreign exchange, swaps and exotics. This unit will provide an understanding of the framework of derivative instruments available in Australia and internationally.Assessment -- Course Website
Instructor: M Chng
Prerequisites: MAF759. Minimum standard expected in the prerequisite is a Distinction.
