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

Classes

1x 3hr seminar per week

Assessment

2 x In class test (2x15%), assignment (20%), and final exam (50%)

Faculty/department permission required?

No

Unit of study rules

Prerequisites and assumed knowledge

FINC5001 or FINC5002 or FINC6000

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.

Find a non-award course for this unit of study

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.

Find a cross-institutional course for this unit of study