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Unit of Study

Quantitative Finance
UoS Code FINC6000
Credit points 6
Offered Semester 1 and Semester 2
Prerequisites FINC5001
Prohibitions FINC5002
Assumed Knowledge This unit requires students to have some background in calculus, matrices, statistics and probability.
Additional Information
Lectures 1x 3hr seminar per week
Assessment assignment (20%), mid-semester exam (30%), final exam (50%)
Description The principle objective of this unit is to provide students with an introductory treatment of quantitative finance. Students are exposed to the following key areas: consumption-based models; utility theory and mean-variance utility; choice under uncertainty; stochastic dominance; state-preference theory; theory of portfolio selection; risk neutral pricing; CAPM and arbitrage pricing theory (APT). Related mathematical tools are also covered. A selection of special topics on practising financial theory in real life valuation or competition are also discussed.