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Unit of study_

Advanced Asset Pricing - FINC6005

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.

Classes
1x 3hr seminar per week

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

Additional information
Only students with strong quantitative/mathematical skills should attempt this course

Pre-requisites

FINC5001 or FINC5002 or FINC6000, FINC5001 or FINC6000

Details

Faculty: Business (Business School)

Semester 1

25 Feb 2019

Department/School: Finance
Study Mode: Normal (lecture/lab/tutorial) day
Census Date: 31 Mar 2019
Unit of study level: Postgraduate
Credit points: 6.0
EFTSL: 0.125
Available for study abroad and exchange: Yes
Faculty/department permission required? No
Location
Camperdown
Faculty: Business (Business School)

Semester 1

25 Feb 2019

Department/School: Finance
Study Mode: Normal (lecture/lab/tutorial) evening
Census Date: 31 Mar 2019
Unit of study level: Postgraduate
Credit points: 6.0
EFTSL: 0.125
Available for study abroad and exchange: Yes
Faculty/department permission required? No
Location
Camperdown
Courses that offer this unit

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 undertake cross-institutional study in one or more units of study at the University of Sydney.

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