FINM8009 Derivatives: Markets, Valuation and Risk Management

Offered By	Rsch Sch of Finance, Actuarial Studies & App Stats
Academic Career	Graduate Coursework
Course Subject	Financial Management
Offered in	Second Semester, 2013 and Second Semester, 2014
Unit Value	6 units
Course Description	This course covers the design, use, and pricing of derivative instruments and reviews their role in risk management. Students learn a range of intermediate and advanced quantitative and analytical methods, apply these techniques with market data, and communicate their findings to others through reports.
Learning Outcomes	At the end of the course, students should achieve these learning objectives: Design, use, and price derivative instruments; Review the role of derivative instruments in risk management; Acquire skills in quantitative techniques, apply these techniques with market data, and communicate their findings to others through reports.
Indicative Assessment	May include in-class assessment, case studies, assignments and take-home exam
Workload	10 hours per week for 13 weeks = 130 hours
Course Classification(s)	AdvancedAdvanced courses are designed for students having reached 'first degree' level of assumed knowledge, which provide a deep understanding of contemporary issues; or 'second degree' and higher levels of knowledge; or for transition to research training programs. and SpecialistSpecialist courses are designed for students having reached 'first degree' level of assumed knowledge, which provide for the acquisition of specialist skills; or 'second degree' and higher level of knowledge; or for transition to research training programs; or knowledge associated with professional accreditation.
Areas of Interest	Finance
Eligibility	At least an average of 65% (or equivalent) in the final two years of an Australian undergraduate degree with at least one year of university level study in quantitative analysis, including basic mathematics and data analysis techniques.
Assumed Knowledge and Required Skills	Advanced courses in corporate finance, investments, financial intermediation and markets.
Requisite Statement	FINM7007 Applied Corporate Finance, FINM7008 Applied Investments, FINM7041 Applied Derivatives and FINM7044 Applied Valuation
Prescribed Texts	See Course Website
Preliminary Reading	See Course Website
Indicative Reading List	See Course Website
Programs	Master of Commerce, Master of Commerce, Master of Commerce, Master of Commerce, and Master of Finance
Other Information	For further information please refer to Course Website
Academic Contact	See Course Outline.

The information published on the Study at ANU 2013 website applies to the 2013 academic year only. All information provided on this website replaces the information contained in the Study at ANU 2012 website.