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.

Our courses that offer this unit of study

Further unit of study information


1x 3hr seminar per week


assignment (20%), mid-semester exam (30%), final exam (50%)

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.