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BUS333 - Derivative Securities

Overview

The unit provides an in-depth examination of derivative securities, including their features, uses, and valuation methods.

Offerings

The following offerings are available for this unit:

• DUBAI-ISC-TJD-FACE2FACE
  • Teaching period code: Trimester-TJD
  • Location: Murdoch University Dubai, UAE
  • Attendance mode: Face to Face
  • Start year: 2027
  • End year: 2027
  • Self enrol: No
• DUBAI-ISC-TMD-FACE2FACE
  • Teaching period code: Trimester-TMD
  • Location: Murdoch University Dubai, UAE
  • Attendance mode: Face to Face
  • Start year: 2026
  • End year: 2026
  • Self enrol: No
• DUBAI-ISC-TMD-FACE2FACE
  • Teaching period code: Trimester-TMD
  • Location: Murdoch University Dubai, UAE
  • Attendance mode: Face to Face
  • Start year: 2028
  • End year: 2028
  • Self enrol: No
• DUBAI-ISC-TSD-FACE2FACE
  • Teaching period code: Trimester-TSD
  • Location: Murdoch University Dubai, UAE
  • Attendance mode: Face to Face
  • Start year: 2027
  • End year: 2027
  • Self enrol: No
• KAPLAN-SGP-TJA-MIXEDMODE
  • Teaching period code: Trimester-TJA
  • Location: Kaplan Higher Education Academy Pte. Ltd
  • Attendance mode: Mixed Mode
  • Start year: 2027
  • End year: 2027
  • Self enrol: No
• KAPLAN-SGP-TMA-MIXEDMODE
  • Teaching period code: Trimester-TMA
  • Location: Kaplan Higher Education Academy Pte. Ltd
  • Attendance mode: Mixed Mode
  • Start year: 2026
  • End year: 2026
  • Self enrol: No
• KAPLAN-SGP-TMA-MIXEDMODE
  • Teaching period code: Trimester-TMA
  • Location: Kaplan Higher Education Academy Pte. Ltd
  • Attendance mode: Mixed Mode
  • Start year: 2028
  • End year: 2028
  • Self enrol: No
• KAPLAN-SGP-TSA-MIXEDMODE
  • Teaching period code: Trimester-TSA
  • Location: Kaplan Higher Education Academy Pte. Ltd
  • Attendance mode: Mixed Mode
  • Start year: 2027
  • End year: 2027
  • Self enrol: No
• MURDOCH-S2-FACE2FACE-2025-ONGOING
  • Teaching period code: Semester 2-S2
  • Location: Murdoch
  • Attendance mode: Face to Face
  • Start year: 2025
  • End year: Ongoing
  • Self enrol: Yes
• MURDOCH-S2-ONLINEFLEX-2025-ONGOING
  • Teaching period code: Semester 2-S2
  • Location: Murdoch
  • Attendance mode: Online Flexible
  • Start year: 2025
  • End year: Ongoing
  • Self enrol: Yes
• MURDOCH-S2-ONLINESCHD-2025-ONGOING
  • Teaching period code: Semester 2-S2
  • Location: Murdoch
  • Attendance mode: Online Scheduled
  • Start year: 2025
  • End year: Ongoing
  • Self enrol: Yes

Requisites

Prerequisite

• BUS244: Treasury Management (4 cp)
• OR
• BUS288: Treasury Management (3 cp)

Exclusion

• BUS325: Derivative Securities (4 cp)

Learning Outcomes

Upon completion of this unit, students will be able to:

1. Demonstrate knowledge of the features and uses of major derivative instruments
2. Use alternative procedures to value major derivative instruments
3. Demonstrate an advanced understanding of how hedged positions are established and maintained
4. Communicate the evaluation of financial risk and mitigation strategies to a variety of stakeholders
5. Evaluate the likelihood of default on derivative positions and the role of reputation capital in enforcing ethical outcomes
6. Integrate the concepts of pricing financial instruments with jurisdictional differences in the operation of financial markets

Unit Content

The unit covers the following topics:

• Interest rates and bond pricing
• Forward and futures prices
• Hedging and arbitraging with futures
• Swaps pricing, valuation, and hedging
• Binomial and Black-Scholes option pricing models
• Options on indices and futures
• Option hedging using the Greeks

Unit Details

• Unit version: 31
• Version start date: 01/09/2025
• Owning college: College of Business
• Owning school: Accounting and Finance
• Credit points: 3