Advanced Asset Pricing
FINC6005
This unit covers the fundamentals of asset pricing and valuation, relevant time series representations of financial variables, arbitrage restrictions, interest rate and foreign exchange derivatives, exotic and path dependent options, value at risk, as well as some exemplifying case studies.
Unit of study details
Unit of study level: Postgraduate
Credit points: 6
Commencing semesters: 1
Further unit of study information
Unit of study handbook: FINC6005
Costs and scholarships information: Costs and Scholarships
Final dates to withdraw from units of study: Census Dates
Available for study abroad and exchange: Yes