FINM2002 Financial Instruments and Risk Management
Later Year Course
| Offered By | School of Finance and Applied Statistics |
|---|---|
| Academic Career | Undergraduate |
| Course Subject | Financial Management |
| Offered in | Summer Session, 2009, Second Semester, 2009, Summer Session, 2010, and Second Semester, 2010 |
| Unit Value | 6 units |
| Course Description |
This unit is designed to further students understanding of futures and options contracts and their use in managing risk. It builds upon material covered in FINM1001: Money, Markets and Finance. The unit provides an overview of options, futures, forwards and swaps on a range of underlying commodities including stocks, interest rates, foreign exchange as well as more exotic instruments such as weather and electricity derivatives. The models used for pricing these instruments will be covered as well as techniques used for risk management. |
| Learning Outcomes |
At the completion of this unit students are expected to have a good understanding of how derivative instruments are priced, traded and used. |
| Indicative Assessment |
In-class quizzes (best 5 of 6) - 20% Assignment or Mid-semester examination - 25% Final examination - 55% To obtain an automatic pass grade in this unit you must obtain 50% or more as an aggregate mark on the assessment. |
| Workload |
Three contact hours per week plus private study time. |
| Areas of Interest | Finance |
| Requisite Statement |
FINM1001 Money, Markets and Finance. |
| Incompatibility | Incompatible with COMM2006 |
| Prescribed Texts | See Course Website: http://ecocomm.anu.edu.au/courses/course.asp?code=FINM2002 |
| Preliminary Reading |
See Course Website: http://ecocomm.anu.edu.au/courses/course.asp?code=FINM2002
|
| Indicative Reading List | See Course Website: http://ecocomm.anu.edu.au/courses/course.asp?code=FINM2002 |
| Other Information |
For further information please refer to http://ecocomm.anu.edu.au/courses/course.asp?code=FINM2002 |
| Academic Contact | See: http://ecocomm.anu.edu.au/courses/course.asp?code=FINM2002 |
The information published on the Study at ANU 2009 website applies to the 2009 academic year only. All information provided on this website replaces the information contained in the Study at ANU 2008 website.
