Find us on Facebook Find us on LinkedIn Follow us on Twitter Subscribe to our YouTube channel Instagram

Unit of Study

Advanced Asset Pricing
UoS Code FINC6005
Credit points 6
Offered Semester 1
Prerequisites FINC5001 or FINC5002 or FINC6000
Corequisites
Prohibitions
Assumed Knowledge
Additional Information Only students with strong quantitative/mathematical skills should attempt this course
Lectures 1x 3hr seminar per week
Assessment 2 x In class test (2x15%), assignment (20%), and final exam (50%)
Description This unit covers the fundamentals of asset pricing and valuation, under equilibrium conditions and under no-arbitrage restrictions. It reviews the main themes in modern asset pricing, and introduce ideas of importance to the evolution of the discipline, and consequently of relevance to a practitioner\\\'s long term perspective. The unit emphasises quantitative methods, so students are required to have fairly strong mathematical skills. Nevertheless, the mathematical tools needed in the unit are adequately reviewed.