311628 (v.2) Investment Science 301

Area:	Department of Mathematics and Statistics
Credits:	25.0
Contact Hours:	4.0
The tuition pattern below provides details of the types of classes and their duration. This is to be used as a guide only. For more precise information please check your unit outline.
Lecture:	3 x 1 Hours Weekly
Tutorial:	1 x 1 Hours Weekly
Prerequisite(s):	1234 (v.4) Economics 100 or any previous version AND 12607 (v.3) Finance (Principles) 215 or any previous version AND 302315 (v.2) Mathematical Statistics 202 or any previous version
Syllabus:	An introduction to financial economics and the efficient market hypothesis. Measures of investment risk. Portfolio theory. Models of asset returns and asset pricing models. Rectangular Pricing and Black Scholes estimation. Applications of futures and options on shares, bill futures, bond futures and swaps. Credit derivatives. Brownian motion and martingales. Stochastic calculus and Ito processes.
To ensure that the most up-to-date information about unit references, texts and outcomes appears, they will be provided in your unit outline prior to commencement.
Field of Education:	010103 Statistics
SOLT (Online) Definitions*:	Informational *Extent to which this unit or thesis utilises online information
Result Type:	Grade/Mark

Availability

Availability Information has not been provided by the respective School or Area. Prospective students should contact the School or Area listed above for further information.