| Advanced Asset Pricing | |
|---|---|
| UoS Code | FINC6005 |
| Credit points | 6 |
| Offered | Semester 1 |
| Prerequisites | FINC5001 or FINC5002 or FINC6000 |
| Corequisites | |
| Prohibitions | |
| Assumed Knowledge | |
| Additional Information | |
| Lectures | 3 hrs per week |
| Assessment | In class test 1 10%; In class test 2 20%; In class test 3 20%; Final examination 50% |
| Description | This unit covers the fundamentals of asset pricing and valuation, relevant time series representations of financial variables, arbitrage restrictions, interest rate and foreign exchange derivatives, exotic and path dependent options, value at risk, as well as some exemplifying case studies. |
- Timetables
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For timetabling information for units of study please refer to the Faculty timetable page.
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