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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 FINM7006 and STAT7055. FINM6041 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. The models used for pricing these instruments will be examined as well as techniques used for risk management.
The research-based assessment will consist of a nested project.
Learning outcomes 1, 2, 3, 4, 5, 6
Typical assessment may include, but is not restricted to exams, assignments, quizzes, presentations and other assessment tasks 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.