Quantitative Finance
FINC6000
The principle objective of this unit is to provide students with an advanced mathematical treatment of basic theoretical and analytical concepts in finance. Students are exposed to key areas in the modern theory of finance and corporate financial policy with specific emphasis on their development and treatment from rigorous mathematical and statistical foundations. Upon completion of the unit, the students should have acquired a theoretical and practical understanding of basic principles underpinning financial valuation and analysis; utility theory and choice under uncertainty; theory of portfolio selection; asset pricing theory and information asymmetry; and the pricing of derivative contracts and instruments.
Unit of study details
Unit of study level: Postgraduate
Credit points: 6
Commencing semesters: 1, 2
Further unit of study information
Unit of study handbook: FINC6000
Costs and scholarships information: Costs and Scholarships
Final dates to withdraw from units of study: Census Dates
Available for study abroad and exchange: Yes