Financial Risk Management
Duration
- One Semester or equivalent
Contact hours
- 24 hours face to face + Blended and Swinburne Online
On-campus unit delivery combines face-to-face and digital learning.
2022 teaching periods
Hawthorn Higher Ed. Semester 1 |
Hawthorn Higher Ed. Semester 2 | |
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Dates: Results: Last self enrolment: Census: Last withdraw without fail: |
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 ManagementCorequisites
NilAims and objectives
Unit information in detail
- Teaching methods, assessment and content.
Teaching methods
Type | Hours per week | Number of Weeks | Total |
Face to Face Contact Class | 2 | 12 | 24 |
Online Contact Directed Online Learning and Independent Learning | 1 | 12 | 12 |
Unspecified Learning 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 Contact Directed Online Learning and Independent Learning | 12.5 | 12 | 150 |
TOTAL | 150 hours |
Assessment
2. Online Assessments (Individual) 20– 30%
3. Final Exam (Individual) 40-60%
Content
• 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
Study resources
- Reading materials.