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Curtin University
Courses Handbook 2015

This handbook contains information on courses and components (majors, minors, streams and units) at Curtin in 2015.
Information for the previous year's courses and units is available at Courses Handbook 2014.

STAT3007 (v.1) Investment Science 2

Area: Department of Mathematics and Statistics
Credits: 25.0
Contact Hours: 4.0
TUITION PATTERNS: The tuition pattern provides details of the types of classes and their duration. This is to be used as a guide only. Precise information is included in the unit outline.
Lecture: 2 x 1 Hours Weekly
Tutorial: 1 x 1 Hours Weekly
Workshop: 1 x 1 Hours Weekly
Equivalent(s): 311629 (v.2) Investment Science 302 or any previous version
Prerequisite(s): 310529 (v.1) Actuarial Economics 301 or any previous version
OR
311628 (v.2) Investment Science 301 or any previous version
OR
STAT3006 (v.1) Investment Science 1 or any previous version
UNIT REFERENCES, TEXTS, OUTCOMES AND ASSESSMENT DETAILS: The most up-to-date information about unit references, texts and outcomes, will be provided in the unit outline.
Syllabus: The aim of this unit is to develop necessary skills involving stochastic calculus and risk-neutral pricing to calculate arbitrage-free prices of default-free bonds, interest rate derivatives, corporate bonds, equity derivatives, property derivatives, FX derivatives and exotic derivatives. Various concepts such as the stochastic calculus, Binomial Pricing Model, Black-Scholes Option Pricing Formula, option greeks, dynamic hedging, Jarrow-Lando-Turnbull Credit Risk Model and Monte-Carlo Simulation are covered in the course.
Field of Education: 010103 Statistics
Result Type: Grade/Mark


Availability

Year Location Period Internal Partially Online Internal Area External Central External Fully Online
2015 Bentley Campus Semester 2 Y        

Area External refers to external course/units run by the School or Department or offered by research.

Central External refers to external and online course/units run through the Curtin Bentley-based Distance Education Area

Partially Online Internal refers to some (a portion of) learning provided by interacting with or downloading pre-packaged material from the Internet but with regular and ongoing participation with a face-to-face component retained. Excludes partially online internal course/units run through the Curtin Bentley-based Distance Education Area which remain Central External

Fully Online refers to the main (larger portion of) mode of learning provided via Internet interaction (including the downloading of pre-packaged material on the Internet). Excludes online course/units run through the Curtin Bentley-based Distance Education Area which remain Central External


Handbook

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