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Advanced derivatives

Level 3S1·S2

About

This unit builds on Derivatives to deepen conceptual understanding of option pricing and derivatives analysis. Topics include stochastic calculus concepts that underpin the Black-Scholes-Merton model, numerical approaches to option pricing, valuation of interest rate derivatives, exotic options, credit derivatives.

Offered in 2026

Semester 1Clayton· FLEXIBLE
Semester 2Clayton· FLEXIBLE

Prerequisites

any of

BFC2751Derivatives 1

BFF3751Derivatives 1

BFW2751Derivatives 1

Enrolment rules

To be successful in this unit, background knowledge and application of maths is required at the equivalent of VCE Year 12 Higher level. You may have satisfied this by completing relevant prerequisite unit/s, or you have covered relevant topics in your final years of secondary study. You should self-assess your maths competency prior to enrolling in this unit.

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Advanced derivatives

BFC3340

Synopsis

Sourced from the Monash Handbook 2026.

Quick facts

Credit points: 6
Level: 3
Audience: Undergraduate
Type: Coursework
School: Faculty of Business and Economics
Faculty: Department of Banking and Finance
Handbook year: 2026

Prerequisites (3)

Derivatives BFC2751
Derivatives BFF3751
Derivatives 1BFW2751

What it unlocks

Nothing in the visible graph depends on this unit.

Offerings (2)

Second semesterClayton · FLEXIBLE
First semesterClayton · FLEXIBLE

Listed in 1 area of study

FinanceAdditional finance units