| Introductory Mathematical Finance |
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| UoS Code | FINC2013 |
| Credit points | 6 |
| Offered | Semester 2 |
| Prerequisites | FINC2011 or FINC2001 |
| Assumed Knowledge | HSC 3 Unit mathematics |
| Prohibitions | FINC2003, FINC2004 |
| Lectures | 2hrs of lectures and 1 tutorial per week; Additional workshops as required. |
| Assessment | 1 x 3hr exam, Assignments, Mid-semester test. |
| Description | The principle objective of this unit is to introduce students to the basic elements of mathematical 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 mathematical and statistical foundations. The unit provides necessary mathematical background. Topics that are introduced from a more mathematical perspective include: principles of modern financial valuation and analysis; asset pricing theory and market efficiency; theory of portfolio selection and management; and measurement and management of financial risk. |
| This unit of study is available as part of the following major subject areas |
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