Derivatives Market Course of BAcc at University of Malaya
Faculty of Business and Accountancy University of Malaya
Faculty : Business and Accountancy
Department : Finance and Banking
Programme of Study : Bachelor of Business Administration
Bachelor of Accounting
Course Code : CBEB 3308
Course Title : Derivatives Market
Credit Hours : 3
Course Pre-requisite(s) /
Minimum Requirement(s) : None
Learning Outcomes : At the end of this course, students should be able to;
1. Compare and contrast between the different types of derivatives
instruments.
2. Identify the pricing mechanism for the different types of derivatives
instruments.
3. Discuss the different features of derivatives instruments traded in Bursa
Malaysia Derivatives Market.
4. Develop replication, synthetics and arbitrage strategies when trading
in derivatives instruments.
5. Evaluate the appropriate option strategies to achieve trading objectives.
Synopsis of Course Contents : This course aims to expose students to the various types of derivatives
instruments traded in the local and international markets. It will enable
students to understand the basic techniques of valuing the various types
of derivative securities including forwards and futures, options and swaps,
its usage in the capital markets and in financial risk management.
Assessment : Continuous Assessment : 50%
Final Examination : 50%