UnitLevel 3Undergraduate

BFF3751 Derivatives 1

Faculty of Business and Economics

BFF3751 Derivatives 1 is a level 3, 6-credit-point, undergraduate unit from the Faculty of Business and Economics, offered in 2020 in Semester 1 and Semester 2 at Caulfield. It needs (BFW2140, BFB2140, BFC2140 or BFF2140) and (BFB1001, BFW1001 or BFF1001) and unlocks 6 units, leading on to 10 units in all.

Credit points
6
Offered in 2020
Semester 1, Semester 2
Caulfield
Assessment
Exam 50%
and 1 other task
Workload
144 hours
per semester

This is the 2020 handbook entry. See the 2027 entry.

Reviews

No reviews yet

No reviews yet. Be the first to review BFF3751.

Requisites

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 2020

Teaching periodCampusMode
First semesterCaulfieldOn campus
First semester (Fully flex)CaulfieldFlexible
Second semesterCaulfieldOn campus

Assessment

  • Within semester assessment
    50%
  • ExaminationThreshold hurdle
    50%

Learning outcomes

When you finish this unit, you should be able to:

  1. 1

    discuss the operations of derivatives markets

  2. 2

    evaluate the options and futures markets for hedging and trading purposes

  3. 3

    demonstrate how to price and value standards futures and options contracts and other derivatives

  4. 4

    implement trading strategies and measure positions.

Workload and teaching

  • Lectures24 hours
  • Tutorials12 hours
  • Teaching approachActive learning
  • Teaching approachPeer assisted 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. The unit requires on average three/four hours of scheduled activities per week. Scheduled activities may include a combination of teacher directed learning, peer directed learning and online engagement.

Learning resources

Technology resources

The only Faculty approved calculators permitted in tests and examinations for all Australian campuses and locations is the HP10bII+ or Casio FX82 (any suffix).

Where it fits

BFF3751 is part of 1 area of study in the 2020 handbook.

Contacts

Chief Examiners
Professor Phil Gray

Common questions

What are the prerequisites for BFF3751?

You need (BFW2140, BFB2140, BFC2140 or BFF2140) and (BFB1001, BFW1001 or BFF1001) before you enrol.

What can I take after BFF3751?

BFF3751 is a prerequisite or corequisite for 6 units, including BFC2340, BFC3140, BFC3240, BFC3340, BFC3540 and BFW3540. Those lead on to 10 units in all.

When is BFF3751 offered?

In 2020, 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 1 other task.

Which majors and minors include BFF3751?

BFF3751 is part of Banking and finance.

More details

Credit points
6
Level
3
Study level
Undergraduate
Faculty
Faculty of Business and Economics
Organisational unit
Department of Banking and Finance
Type
Coursework
EFTSL
0.125
Student contribution
SCA Band 3
Study abroad
Not available