UNIVERSITY OF TECHNOLOGY SYDNEY
25620 Derivative Securities
Final Examination Guide and Notes 2023
 
Part 01. About This Guide
Part 02. Sample Final Examination Paper
Part 03. Suggested Solutions to Final Exam Paper
Part 04. Final Examination - Hints and Tips
 
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University of Technology Sydney - 25620 Derivative Securities

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ACADEMIC YEAR 2022 - 2023

University	University of Technology Sydney
Study Level	Undergraduate
Subject Code	25620
Subject Name	Derivative Securities
Study Materials	Final Examination Guide and Notes
Page Length	30

This comprehensive guide for Derivative Securities (25620) is an invaluable study resource, tailor-made to help University of Technology Sydney students achieve their academic goals. It offers a thorough review of the examinable topics covered throughout the semester, with a strong emphasis on exam preparation. Providing a wide range of sample exam questions, step-by-step solutions, and detailed marking schemes, this guide enables students to assess their understanding of the subject matter, optimise their study time, determine their weaker areas, and refine their exam-taking skills. Its clear and concise format ensures ease of use and boosts confidence in approaching the actual examination, making it an indispensable tool for every student seeking success in this subject.

Derivative securities play an important role in current financial markets. This subject provides you with an understanding of the following derivatives securities: forwards, futures, swaps and options traded in both domestic and international markets. You learn the fundamentals of derivatives pricing - valuation by arbitrage arguments, and their use for hedging and trading purposes.

Major topics to be covered include:

Relationship between forward, futures and spot prices
Hedging strategies using financial futures and forwards
Nature of swaps and how they are valued
Basic properties of stock options and trading strategies
Option pricing using binomial trees and the Black and Scholes model
Modifications to Black and Scholes model to option valuation
Hedging positions in options and synthetic options

You develop technical and analytical skills through applied practice-based problems by assessing and managing financial risk using derivatives, and evaluating positions and trading strategies in futures, forwards, swaps and options contracts.

SUBJECT CODE	SUBJECT NAME
20504	Quantitative Business Analysis
21212	People and Organisations
22108	Accounting and Accountability
22208	Accounting, Business and Society
22320	Accounting for Business Combinations
22321	Cost Management Systems
23115	Economics for Business
23507	Time Series Econometrics
23566	Economics for Business 2
23567	Intermediate Microeconomics
23568	Intermediate Macroeconomics
23571	Introductory Econometrics
24109	Marketing and Customer Value
25300	Fundamentals of Business Finance
25503	Investment Analysis
25556	The Financial System
25557	Corporate Finance: Theory and Practice
25579	Applied Portfolio Management
25620	Derivative Securities
26134	Business Statistics
70110	Introduction to Law
79017	Taxation Law

University of Technology Sydney - 25620 Derivative Securities

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