AFC3340: Options, Futures and Derivatives

Within semester assessment: 20% Examination (3 hours): 80%

Hands down, best undergraduate finance subject at monash -- it is the hardest and most useful finance unit. I suggest people who take up this unit to have a very strong mathematical background, you will be cover lots of mathematical financial theory, eg, option pricing model, black scholes model, futures pricing model etc etc some maths that are involved are stochastic calculus, limits and lots of algebra. The assignments are all done in excel, you will need to program mathematical models and do lots of financial modelling (very important skill later on in the finance industry), the exam is quite hard, with 30 multiple choice questions and 8 long answers, the majority of the exam is mathematical calculations with a tiny bit of theory questions. I HIGHLY suggest reading the relevant chapters in Hull's text in addition to the lecture notes. The explanations and examples provided in the text provide a lot of intuition and will definitely help you understand the concepts better.

not sure didn't go to any lectures

around 2-3 papers with answers

5 of 5

yes

read the textbook, options, futures and derivatives by hull 6th or 7th edition

1 hour tutes per week

2011 semester 2

99 hd