Derivatives I: Futures
Postgraduate
Postgraduate
MATH 5030
Postgraduate
No
100842
4.5
No
School of Information Technology and Mathematical Sciences
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.
Introduction to financial markets; forward and futures contracts; pricing for forward and future contracts; hedging with futures; interest rate markets; swaps.
Nil
Common to all relevant programs | |
---|---|
Subject Area & Catalogue Number | Course Name |
MATH 5040 | Statistical Foundations M |
Nil
Component | Duration | ||
---|---|---|---|
INTERNAL, CITY WEST | |||
Lecture | 3 hours x 13 weeks | ||
Tutorial | 1 hour x 12 weeks |
Note: These components may or may not be scheduled in every study period. Please refer to the timetable for further details.
Assignment 1, Final examination
EFTSL*: 0.125
Commonwealth Supported program (Band 3)
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Fee-paying program for domestic and international students
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* 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.