Quantitative Finance (FINC6000)
UNIT OF STUDY
The principle objective of this unit is to provide students with an introductory treatment of quantitative finance. Students are exposed to 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 by this course. A selection of special topics on practising financial theory in real life valuation or competition are also discussed.
Our courses that offer this unit of study
Further unit of study information
1x 3hr seminar per week
mid-term exam (20%), group assignment (20%), and final exam (60%)
Faculty/department permission required?
Unit of study rules
Prerequisites and assumed knowledge
Prerequisite: Assumed knowledge: This unit requires students to have some background in calculus, matrices, statistics and probability., FINC5001
Prerequisite: Assumed knowledge: This unit requires students to have some background in calculus, matrices, statistics and probability.
Study this unit outside a degree
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.Find a non-award course for this unit of study
If you are from another Australian tertiary institution you may be permitted to underake cross-institutional study in one or more units of study at the University of Sydney.Find a cross-institutional course for this unit of study