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as of 6/16/2019

DERIVATIVE SECURITIES
Country - Partner Institution - Programs: Australia - University of Melbourne - 'Australian Universities'
UC Course SubjectBusiness Administration
Number & Suffix: 120
Full UC Title: DERIVATIVE SECURITIES 
Transcript Title: DERIVATVE SECURTIES 
UC QTR Units - Division: 6.0 - Upper Division 
Course Description: This course examines the application and valuation of derivative securities, such as forwards, futures, swaps and options. The emphasis is on arbitrage relations, valuation, and hedging with derivatives. Topics covered include 1) Forwards and futures: the mechanics of trading, price determination, hedging strategies, 2) Swaps: definition and valuation, 3) Options: payoffs, arbitrage bounds, trading strategies, the binomial model, the Black-Scholes model and its relationship to the binomial, hedging, American options and dividends, options on futures, and limitations of the binomial and Black-Scholes Models. 
Language of Instruction: English
 
Partner Title: DERIVATIVE SECURITIES 
Partner University Department: Finance 
Partner University Course Number: FNCE30007