25620 Derivative Securities

6cp
Requisite(s): ((25503 Investment Analysis OR 255030 Investment Analysis)) OR ((25556 The Financial System OR 255560 The Financial System OR 25308 Financial Markets) AND 25906 Portfolio Theory and Investment Analysis (Advanced))
These requisites may not apply to students in certain courses.
There are also course requisites for this subject. See access conditions.
Undergraduate

This subject provides a basic understanding of forwards, futures, swaps and options. It covers their valuation by arbitrage arguments, their use and the management of the associated risks. A large part of this subject is devoted to applied problems dealing with situations in which students may expect to encounter derivations in practice.

For detailed information, see the full subject description at:
http://www.business.uts.edu.au/courses/subject/syllabus/25620.pdf

Typical availability

Autumn semester, City campus
Spring semester, City campus
Spring semester, Kuring-gai campus
Autumn semester, Kuala Lumpur
Spring semester, Kuala Lumpur

Fee information

2006 contribution for 2005/06 commencing Commonwealth-supported undergraduate students: $872.38
2006 amount for undergraduate domestic fee-paying students: $2,220.00
Subject EFTSL: 0.125
Note: The above fees are applicable in 2006 for 2005/06 commencing Commonwealth-supported and domestic fee-paying undergraduate students only. Pre-2005 Commonwealth-supported undergraduate students should consult the Student contribution charges for Commonwealth supported students webpage.
Not all students are eligible for Commonwealth supported places, and not all subjects are available to Commonwealth supported students. Other students (such as postgraduate students and international students) should refer to the Fees webpage.

Access conditions

Note: The requisite information presented in this subject description covers only academic requisites. Full details of all enforced rules, covering both academic and admission requisites, are available at Access conditions and My Student Admin.