BFF3751 Derivatives
Faculty of Business and Economics
BFF3751 Derivatives is a level 3, 6-credit-point, undergraduate unit from the Faculty of Business and Economics, offered in 2027 in Semester 1 and Semester 2 at Caulfield. It needs (BFB1001, BFF1001 or BFW1001) and (BFB2140, BFC2140, BFF2140, BFW2140 or BFX2140) and unlocks 6 units.
- Credit points
- 6
- Offered in 2027
- Semester 1, Semester 2
- Caulfield
- Assessment
- Exam 50%
- and 2 other tasks
- Workload
- 144 hours
- per semester
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Requisites
Before BFF3751
Prohibitions
You can't enrol if you have passed any of these.
Prerequisites
Pass these before you enrol.
After BFF3751
6 units list BFF3751 as a prerequisite or corequisite.
Enrolment rules
To be successful in this unit, background knowledge and application of maths is required at the equivalent of VCE Year 12 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.
Equivalent units
The same content under another code. Only one of them counts.
Overview
This unit examines the institutional features of futures and options markets, the use of futures, options and other derivatives in arbitraging, trading and hedging, and pricing of these instruments.
Offerings in 2027
| Teaching period | Campus | Mode |
|---|---|---|
| First semester | Caulfield | Flexible |
| Second semester | Caulfield | Flexible |
Assessment
- Demonstration20%
- Project30%
- Examination50%
Assessment details may change. Please refer to the assessment information in Moodle closer to the start of the teaching period.
Learning outcomes
When you finish this unit, you should be able to:
- 1
discuss the operations of derivatives markets
- 2
evaluate the options and futures markets for hedging and trading purposes
- 3
demonstrate how to price and value standards futures and options contracts and other derivatives
- 4
implement trading strategies and measure positions.
Workload and teaching
- Seminars24 hours
- Tutorials12 hours
- Teaching approachProblem-based learning
- Teaching approachActive learning
Minimum total expected workload to achieve the learning outcomes for this unit is 144 hours per semester typically comprising a mixture of scheduled learning activities and independent study. Independent study may include associated readings, assessment and preparation for scheduled activities. You are expected to complete all pre-class activities prior to your scheduled class, and post-class activities should be completed after your scheduled class. Learning activities may include a combination of teacher directed, peer directed and online engagement activities.
This unit includes problem-based learning approaches, where you engage in research, integrate theory and practice and apply knowledge and skills to develop viable solutions in response to a problem or set of problems.
This unit engages you in actively applying your knowledge, skills and attributes in interactive, collaborative and reflective activities.
Learning resources
Technology resources
There may be an additional cost associated with purchasing a physical and/or virtual calculator. Specific details will be provided in the Learning Management System by commencement of Orientation week.
Where it fits
BFF3751 is part of 2 areas of study in the 2027 handbook.
Contacts
- Chief Examiners
- Dr Zhe An
Common questions
What are the prerequisites for BFF3751?
You need (BFB1001, BFF1001 or BFW1001) and (BFB2140, BFC2140, BFF2140, BFW2140 or BFX2140) before you enrol. Enrolment rules also apply.
What can I take after BFF3751?
BFF3751 is a prerequisite or corequisite for 6 units, including BFC3140, BFC3240, BFC3340, BFC3341, BFC3540 and BFF5340.
When is BFF3751 offered?
In 2027, BFF3751 runs in Semester 1 and Semester 2 at Caulfield.
How much work is BFF3751?
The handbook expects about 144 hours of study across the semester. No students have rated its difficulty yet.
Does BFF3751 have an exam?
Yes. The exam is worth 50% of the final mark, alongside 2 other tasks.
Which majors and minors include BFF3751?
BFF3751 is part of Banking and finance; and Financial econometrics.