BUS325: Derivative Securities

This unit is designed to provide students with: a detailed understanding of the features and uses of the major derivative instruments; an understanding of how the major derivative instruments are valued and an introduction to the features of exotic derivative instruments. Alternatives to the Black-Scholes models, credit risk derivatives and advanced models in interest rate derivatives will also be examined. Work will be highly theoretical and mathematical, and a high standard is expected.

Points	4
Enrolment Options	Murdoch: S2-internal
Contact Time	Lectures: 2 hours per week; tutorials: 1 hour per week.
Prerequisites	C244/BUS244 Treasury Management.
School	School of Business
Unit Coordinator	Dr Grant Cullen Position: Senior Lecturer - Finance E-mail: G.Cullen@murdoch.edu.au Location: Murdoch Campus Economics, Commerce and Law Room 4.017 Phone: Prefix: +618 9360 6026
Unit Contacts	Contact Phone Prefix: +618 Location Explanation of Location Codes Teaching Period(s) Dr Grant Cullen Senior Lecturer - Finance (G.Cullen@murdoch.edu.au) 9360 6026 Murdoch Campus Economics, Commerce and Law Room 4.017 MURDOCH S2: Internal (02/08/2010 - 26/11/2010)

Check the Teaching Timetable Search for a Booklist for BUS325 View Reserve and ECMS resources for BUS325 View further details in the Handbook

Key to Offshore Campus Location abbreviations: APMISIN Asia Pacific Management Institute (Singapore) CEJTOKYO Chiropractic Education Japan (Tokyo) JKURASHIKI NET Corporation (Kurashiki, Japan) KDUPG KDU College (Penang, Malaysia) KDUPJ KDU College (Petaling Jaya, Malaysia) SGP-REPOLY Republic Polytechnic (Singapore) SMANUFED Singapore Manufacturing Federation ZHENGZHOU Zhengzhou University (China)