Course Outline

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Australian School of Business Banking and Finance

FINS 5535 DERIVATIVE SECURITIES AND RISK MANAGEMENT TECHNIQUES

Course Outline Semester 1, 2013
Part A: Course-Specific Information Part B: Key Policies, Student Responsibilities and Support

[Course Code – Course Name]

Table of Contents
1 PART A: COURSE-SPECIFIC INFORMATION 1 2 2.1 2.2 2.3 2.4 2.5 3 STAFF CONTACT DETAILS COURSE DETAILS Teaching Times and Locations Units of Credit Summary of Course Course Aims and Relationship to Other Courses Student Learning Outcomes LEARNING AND TEACHING ACTIVITIES 1.1 Communication with Staff 1 1 1 2 2 2 2 2 3 4 4 5 5 5 5 6 6 6 7 7 8 1 1 2 3 3 3 3 3 4 4 6

3.1 Approach to Learning and Teaching in the Course 3.2 Learning Activities and Teaching Strategies 4 4.1 4.2 4.3 4.4 4.5 5 6 7 1 2 3 3.1 3.2 3.3 3.4 3.5 4 5 ASSESSMENT Formal Requirements Assessment Details Assessment Format Assignment Submission Procedure Late Submission COURSE RESOURCES COURSE EVALUATION AND DEVELOPMENT COURSE SCHEDULE PROGRAM LEARNING GOALS AND OUTCOMES ACADEMIC HONESTY AND PLAGIARISM STUDENT RESPONSIBILITIES AND CONDUCT Workload Attendance General Conduct and Behaviour Occupational Health and Safety Keeping Informed SPECIAL CONSIDERATION AND SUPPLEMENTARY EXAMINATIONS STUDENT RESOURCES AND SUPPORT

PART B: KEY POLICIES, STUDENT RESPONSIBILITIES AND SUPPORT

[Course Code – Course Name]

PART A: COURSE-SPECIFIC INFORMATION 1 STAFF CONTACT DETAILS Weeks Name Email Room Phone Office Hours Mon 11-1 Mon 11-1 TBA

1-4 5-8 9-12

Dr. Joakim Bang Dr. Li Yang Dr. Thomas Ruf*

j.bang@unsw.edu.au ASB 311 l.yang@unsw.edu.au t.ruf@unsw.edu.au ASB 362 ASB 364

9385-5484 9385-5857 9385-5709

*Lecturer-in-charge To get to Dr. Yang’s and Dr. Ruf’s offices, please use the East wing elevator (closer to the bookstore), find the phone pad next to the glass door, hit the # key (i.e., “on”) and dial the last 5 digits of the phone number.

1.1

Communication with Staff

Students with questions about course administration or content are encouraged to:      Read this course outline Check the course website Contract the instructor during class for non-urgent matters E-mail your instructor Contact your instructor during consultation hours

For e-mail communication with staff, University regulations indicate that students MUST use a valid UNSW student account. Teaching staff may ignore non-UNSW email address for security reasons. Students are responsible for ensuring their email accounts are NOT full. E-mail is best suited for asking simple questions about course administration that requires only a short reply. Prior to contacting staff by e-mail, please check thoroughly whether the answer to your question is not already given in any of the course-related documents and resources available to you. E-mail is neither an appropriate nor an effective medium for learning. Do not expect staff to reply to an e-mail that requests extensive or substantive answers. These questions are best raised after class or during consultation times.

1
[Course Code – Course Name]

2 COURSE DETAILS
2.1 Teaching Times and Locations

Lectures start in Week 1(to Week 12). Times and location are: Class # 3200 3201 3202 Section A B C Time Mon 14:00 - 17:00 Tue 12:00 - 15:00 Mon 18:00 - 21:00 Location Mathews 102 (K-F23-102) Mathews Theatre C (K-D23-303) Materials Science G11 (K-E8-G11)

2.2

Units of Credit

The course is worth 6 units of credit.

2.3

Summary of Course

This course provides both introductory theory and a working knowledge of futures, options, and swaps, with an emphasis on the use of derivatives in risk management. The theory component is important, as with the rapid expansion of different derivative types we must know the fundamental pricing principle. The working knowledge component will cover the main types of derivatives contracts and valuation techniques. This subject is both theoretical and practical; the emphasis will be on problem...
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