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UNIVERSITI TEKNOLOGI MARA
Course Name (English)
FUTURES AND OPTIONS
Course Code
FIN645
MQF Credit
4
Course Description
This course examines the development of derivatives market in Malaysia, the mechanism for futures and options trading in Malaysia and the increasing role that it plays in the capital market. Specifically, the mechanics of hedging, speculating and arbitraging for Crude Palm Oil, Kuala Lumpur Composite Index and 3-month KLIBOR futures contracts will be covered in detailed. Strategies using stock index options and stock options are also emphasized in this course. The legal framework involved in this market will also be covered.
Transferable Skills
Independent and Critical Thinker
Teaching Methodologies
Lectures, Tutorial
CLO
CLO1
Associate the mechanics of hedging, speculating and arbitraging to the different derivatives contracts in order to make decision within its regulatory framework ( C4 )
CLO2
Differentiate the various type of derivatives contracts and their applications in the Malaysian capital market as to demonstrate lifelong learning skills. ( A3 )
CLO3
Display hands-on experience using software package(s) in Bloomberg and Bursa Station to help students to acquire the practical skills necessary to trade and solve business and finance problems pertaining to the futures and options market. ( P4 )
Pre-Requisite Courses
No course recommendations
Reading List
Recommended Text
Rosalan A, Noryati A and HO S.F 2009, Introduction to Malaysian Derivatives, 3rd Ed., UPENA UiTM Shah Alam
Article/Paper List
This Course does not have any article/paper resources
Other References
Manuals SIDC 2011, Malaysian Futures and Options, SIDC, Securities Commission Kuala Lumpur