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Rsch Sch of Finance, Actuarial Studies & App Stats · ANU College of Business and Economics
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. FINM2002 provides an overview of options, futures, forwards and swaps on a range of underlying assets/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.
Typical assessment may include, but is not restricted to: exams, assignments, quizzes, presentations and other assessment as appropriate.
Learning outcomes 1, 2, 3, 4, 5, 6
Students are expected to commit 130 hours of work in completing this course. This includes time spent in scheduled classes and self-directed study time.
Information about the prescribed textbook will be available via the Class Summary.