| Quantitative Finance | |
|---|---|
| UoS Code | FINC6000 |
| Credit points | 6 |
| Offered | Semester 1 and Semester 2 |
| Prerequisites | FINC5001 |
| Corequisites | |
| Prohibitions | FINC5002 |
| Assumed Knowledge | |
| Additional Information | |
| Lectures | 3 hrs per week |
| Assessment | Mid Semester exam; Major project; Final exam |
| Description | The principle objective of this unit is to provide students with an advanced mathematical treatment of basic theoretical and analytical concepts in corporate finance. Students are exposed to key areas in the modern theory of finance and corporate financial policy with specific emphasis on their development and treatment from rigorous mathematical and statistical foundations. Upon completion of the unit, the students should have acquired a theoretical and practical understanding of basic principles underpinning financial valuation and analysis; utility theory and choice under uncertainty; theory of portfolio selection; asset pricing theory and market efficiency; and the pricing of derivative contracts and instruments. |
- Timetables
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For timetabling information for units of study please refer to the Faculty timetable page.
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