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Unit of study_

Trading in Securities Markets (FINC6015)

This unit introduces students to core concepts of fundamental market design and structure, focussing on the processes that turn orders into trades in securities markets, and the forces that mould and effect order flow and execution. The unit provides insights into how the study of securities market microstructure can improve our understanding of today's global financial markets in order to: (a) facilitate better financing and investment decisions; (b) understand when, where and how to transact in financial instruments; and (c) make better use of the ever increasing flow of market information. An improved understanding of today's diverse financial markets allows for successful trading strategies to be developed in different instruments and across many markets, today and in the future.

Classes
1x 3hr seminar per week

Assessment
mid-semester exam (30%), 2x group assignments (2x10%), and final exam (50%)

Pre-requisites

FINC5001

Details

Semester 2

30 Jul 2018

Department/School: Finance
Study Mode: Normal (lecture/lab/tutorial) day
Census Date: 31 Aug 2018
Unit of study level: Postgraduate
Credit points: 6.0
EFTSL: 0.125
Available for study abroad and exchange: Yes
Faculty/department permission required? No
Location
Census dates shows the latest date to cancel out of a unit*
HECS Band: 3
Courses that offer this unit

Non-award/non-degree study If you wish to undertake one or more units of study (subjects) for your own interest but not towards a degree, you may enrol in single units as a non-award student. Cross-institutional study If you are from another Australian tertiary institution you may be permitted to undertake cross-institutional study in one or more units of study at the University of Sydney.

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