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. It reviews 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 unit emphasises quantitative methods, so students are required to have fairly strong mathematical skills. Nevertheless, the mathematical tools needed in the unit are 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
FINC5001 or FINC5002 or FINC6000
Only students with strong quantitative/mathematical skills should attempt this course
Study this unit outside a degree
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.
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.