Quantitative Finance (FINC6000)


The principle objective of this unit is to provide students with an introductory treatment of quantitative finance. Students are exposed to the 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. A selection of special topics on practising financial theory in real life valuation or competition are also discussed.

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


This unit requires students to have some background in calculus, matrices, statistics and probability.



Study this unit outside a degree

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 underake cross-institutional study in one or more units of study at the University of Sydney.