| Investments and Portfolio Management |
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| UoS Code | FINC3017 |
| Credit points | 6 |
| Offered | Semester 1 |
| Prerequisites | (FINC2012 or FINC2002) or (FINC2013 or FINC2003) or (FINC2014 or FINC2004) |
| Prohibitions | FINC3007 |
| Lectures | 2hrs of lectures and 1 tutorial per week |
| Assessment | Mid-Semester Exam; Assignment; Final Examination |
| Description | This unit is designed to provide a comprehensive analytical approach to the modern theory of investments. Topics covered include: the valuation of bonds and stocks; mean-variance analysis; Markowitz type portfolio analysis; duration and convexity analysis; term structure of interest rates; option pricing; portfolio insurance; performance evaluation; and forecasting. Basic statistics and probability concepts are reviewed at the beginning to ensure that all students have adequate understanding. Although analytical aspects of investments theory are stressed, there is also an equal amount of emphasis on the intuitive as well as practical aspects of the subject. |
| This unit of study is available as part of the following major subject areas |
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