2014 Unit of Study

The session(s) below are for 2014. For Summer School 2014 unit of study availability please visit the Summer School website (main Summer session January/February 2014).

The University of Sydney session calendar shows exact dates for sessions.

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.
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