Category: Derivatives

FINS3626 International Corporate Governance

This course takes a broad view of on the operations and establishment of organisations. It is concerned with ‘how corporations are managed’. It emphasises regulatory and formal arrangements such as auditors and the appointment of directors. The course explores literature on corporate governance in conjunction with current governance arrangements for firms. Students will also analyse how participants in the stock market value firms with different corporate governance structures.

FINS3636 Interest Rate Risk Management

This course covers interest rate risk and risk management techniques. There is an emphasis on problem solving, yet the course covers theory as well as practical applications. The course introduces students to many interest rate products and identifies both how to price them and when to use them in hedging strategies. The topics covered in the course include the interaction between interest rate risk and credit risk, duration measures, term structure dynamics and numerical and analytical techniques.

FINS3635 Options, Futures and Risk Management

This subject forms part of the derivatives sub branch and acts as an introduction into derivative markets. This course is designed with a fundamental focus on the major areas of exchange traded options, futures contracts and fundamental pricing principles and hedging techniques in derivative markets. Furthermore, through undertaking this course students will learn the following topics of contract valuations and payoffs, arbitrage opportunities, risk management strategies, currency swap valuations and various methods for evaluating options.