Area: | School of Economics and Finance |
Credits: | 50.0 |
Contact Hours: | 3.0 |
Seminar: | 1 x 3 Hours Weekly |
Syllabus: | Financial markets efficiency, asset pricing models, the functions of financial markets and institutions, financial intermediation, securitisation and financial engineering, financial derivatives and derivative markets, models and techniques of valuing financial derivative products, financial risk and financial risk management. |
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Unit Outcomes: | On successful completion of this unit students will have- Understanding of the general principles of finance will therefore be assumed. Knowledge of the principles of statistics/econometrics and calculus. Presented a selection of interesting topics and current developments in the subject area of financial markets/instruments which will be drawn mainly from selected chapters from prescribed finance texts and supplemented by articles from the finance journal literature. Been exposed to a range of topical issues in contemporary finance. Been provided the opportunity to familiarise with some important analytical tools used in contemporary financial practise. Been expected to address and understand the developments and debates associated with the particular topic and the ongoing research efforts in the topic area. |
Texts and references listed below are for your information only and current as of September 30, 2003. Some units taught offshore are modified at selected locations. Please check with the unit coordinator for up-to-date information and approved offshore variations to unit information before finalising study and textbook purchases. |
Unit References: | Greenbaum and Thakor, A. (1995). Contemporary Financial Intermediation. Dryden Press. Watsham, T. and Parramore, K. (1997). Quantitative Methods in Finance International. Thomson Business Press. Cuthbertson, K. (1996). Quantitative Financial Economics. Wiley. |
Unit Texts: | Hull, J. (1997). Options, Futures and Other Derivatives. (fourth edition). Sydney, Prentice Hall. |
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Unit Assessment Breakdown: | Test 40 %, Examination 45 %, Paper presentations/summaries 10 %, Class participation 5 %. This is done by grade/mark assessment. |
Field of Education: | 81101 Banking and Finance | HECS Band (if applicable): | 2 |
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Extent to which this unit or thesis utilises online information: | Not Categorised | Result Type: | Grade/Mark |
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Availability
| Year | Location | Period | Internal | Area External | Central External | | 2004 | Bentley Campus | Semester 2 | Y | | |
Area
External | refers to external course/units run by the School or Department, offered online or through Web CT, or offered by research. |
Central
External | refers to external course/units run through the Curtin Bentley-based Distance Education Area |
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