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Area/Catalogue
MATH 5031

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Course Level
Postgraduate

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Offered Externally
No

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Course ID
100843

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Unit Value
4.5

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University-wide elective course
No

Course owner

Course owner
School of Information Technology and Mathematical Sciences

Course aim

The aim of the course is to provide an understanding of Options, the different types and their applications, and how valuations of Options can be calculated.

Course content

Options markets; stock options; trading strategies; valuation of options; Ito calculus using binomial models; Black-Scholes model for valuing options; options on stock indices, warrants, currencies and futures, the “Greeks”; volatility smiles

Textbook(s)

Nil

Prerequisite(s)

Common to all relevant programs
Subject Area & Catalogue Number Course Name
MATH 5030 Derivatives I: Futures

Corequisite(s)

Nil

Teaching method

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.


Assessment

Assignment 1, Assignment 2, Final examination

Fees

EFTSL*: 0.125
Commonwealth Supported program (Band 3)
To determine the fee for this course as part of a Commonwealth Supported program, go to:
How to determine your Commonwealth Supported course fee. (Opens new window)

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:
How to determine the relevant non award tuition fee. (Opens new window)

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

Degrees this course is offered in

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