Derivatives I: Futures
Course Level Postgraduate
Area/Catalogue
MATH 5030
Course Level
Postgraduate
Offered Externally
No
Course ID
100842
Unit Value
4.5
University-wide elective course
No
Timetable/s
This class has not been
timetabled for year 2024.
Course owner
School of Information Technology and Mathematical Sciences
Course Alert: This course is no longer available for enrolment
Course aim
The aim of the course is to provide an understanding of futures and forward contracts; their nature, value, and the practical circumstances that determine how they are used.
Course content
Introduction to financial markets; forward and futures contracts; pricing for forward and future contracts; hedging with futures; interest rate markets; swaps.
Textbook(s)
Nil
Prerequisite(s)
| Common to all relevant programs | |
|---|---|
| Subject Area & Catalogue Number | Course Name |
| MATH 5040 | Statistical Foundations M |
Corequisite(s)
Nil
Teaching method
| Component | Duration | ||
|---|---|---|---|
| INTERNAL, CITY WEST | |||
| Lecture | 3 hours x 13 weeks | ||
| Tutorial | 1 hour x 12 weeks | ||
| Directed Study (Meetings and activities as agreed with Course Coordinator) | N/A x 13 weeks | ||
Note: These components may or may not be scheduled in every study period. Please refer to the timetable for further details.
Assessment
Assignment 1, Final examination
Fees
EFTSL*: 0.125
Commonwealth Supported program (Band 4C)
To determine the fee for this course as part of a Commonwealth Supported program, go to:
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Fee-paying program for domestic and international students
International students and students undertaking this course as part of a postgraduate fee paying program must refer to the relevant program home page to determine the cost for undertaking this course.
Non-award enrolment
Non-award tuition fees are set by the university. To determine the cost of this course, go to:
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Not all courses are available on all of the above bases, and students must check to ensure that they are permitted to enrol in a particular course.
* Equivalent Full Time Study Load. Please note: all EFTSL values are published and calculated at ten decimal places. Values are displayed to three decimal places for ease of interpretation.
Course Coordinators
