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.
Unit details and rules
Academic unit | Finance |
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Credit points | 6 |
Prerequisites
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FINC5001 or FINC6000 |
Corequisites
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None |
Prohibitions
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None |
Assumed knowledge
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None |
Available to study abroad and exchange students | Yes |
Teaching staff
Coordinator | Guanglian Hu, guanglian.hu@sydney.edu.au |
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