Advanced Asset Pricing (FINC6005)
UNIT OF STUDY
This unit covers the fundamentals of asset pricing and valuation, under equilibrium conditions and under no-arbitrage restrictions. The course will review the main themes in modern asset pricing, and introduce ideas of importance to the evolution of the discipline, and consequently of relevance to a practitioner's long term perspective. The course emphasises quantitative methods, so students are required to have fairly strong mathematical skills. Nevertheless, the mathematical tools needed in the course will be adequately reviewed.
Our courses that offer this unit of study
Further unit of study information
1x 3hr seminar per week
2 x In class test (2x15%), assignment (20%), and final exam (50%)
Faculty/department permission required?
Unit of study rules
Prerequisites and assumed knowledge
FINC5001 or FINC5002 or FINC6000
Study this unit outside a degree
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