University of Technology, Sydney

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25762 Derivatives and Risk Management

6cp
Requisite(s): 25741 Capital Markets
These requisites may not apply to students in certain courses.
There are course requisites for this subject. See access conditions.

Postgraduate

Description

Derivative securities play an important role in current financial markets. This subject provides students with a broad understanding of derivative securities evaluation and how derivative securities can be used for trading and risk management applications. Students learn the fundamentals of derivatives pricing, trading and hedging and develop essential analytical skills by evaluating positions in futures, forwards and options contracts, by assessing and managing risks of derivatives portfolios and by analysing trading strategies and the role of derivatives as risk-transferring devices. The subject also emphasises the considerations and the issues arising in practice with derivatives trading and hedging applications.


Detailed subject description.

Fee information

Information to assist with determining the applicable fee type can be found at Understanding fees.

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.