Financial Risk Management
Duration
- One Semester or equivalent
Contact hours
- 24 hours face to face + Blended + Swinburne Online
On-campus unit delivery combines face-to-face and digital learning. For Online unit delivery, learning is conducted exclusively online.
2023 teaching periods
Hawthorn Higher Ed. Semester 2 |
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Dates: Results: Last self enrolment: Census: Last withdraw without fail: |
Swinburne Online Teaching Period 3 |
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Dates: Results: Last self enrolment: Census: Last withdraw without fail: |
Prerequisites
FIN20014 Financial ManagementAims and objectives
Unit information in detail
- Teaching methods, assessment and content.
Teaching methods
Type | Hours per week | Number of Weeks | Total |
On Campus Class | 2 | 12 | 24 |
Online (asynchronous lecture) | 1 | 12 | 12 |
Unspecified Activities Independent Learning | 9.5 | 12 | 114 |
TOTAL | 150 hours |
Hawthorn Online, Swinburne Online, Open Universities Australia
Type | Hours per week | Number of Weeks | Total |
Online Directed Online Activities | 12.5 | 12 | 150 |
TOTAL | 150 hours |
Assessment
Types | Individual/Group Role | Weighting | Unit Learning Outcomes (ULOs) |
Assignment | Group | 20-30% | 1,3,5 |
Mid-Semester Test | Individual | 5-15% | 1,4,5 |
Assessment | Individual | 20-30% | 1,2,3 |
Content
- Introduction to financial risk management
- Futures and forwards – pricing, valuation and their use in hedging financial risk
- Options – option types, option payoffs, principles of option pricing, option strategies, hedging with options
- Interest rate and foreign currency swaps
- Interest rate derivatives, using interest rate caps and collars for hedging
- Credit derivatives – credit default swaps (CDS); collateralised debt obligations (CDO)
- Financial risk management policies and procedures, ethics and governance
- Currency risk management
Study resources
- Reading materials.