311628 (v.2) Investment Science 301
Note
Tutition Patterns
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.
Unit references, texts and outcomes
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.
| Area: | Department of Mathematics and Statistics |
|---|---|
| Credits: | 25.0 |
| Contact Hours: | 4.0 |
| Lecture: | 3 x 1 Hours Weekly |
| Tutorial: | 1 x 1 Hours Weekly |
| Prerequisite(s): |
1234 (v.4)
Economics 100
or any previous version
OR 312201 (v.1) Actuarial Economics 102 AND 12607 (v.3) Finance (Principles) 215 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. |
| Field of Education: | 010103 Statistics |
| SOLT (Online) Definitions*: | Informational *Extent to which this unit or thesis utilises online information |
| Result Type: | Grade/Mark |
Availability
| Year | Location | Period | Internal | Partially Online Internal | Area External | Central External | Fully Online |
|---|---|---|---|---|---|---|---|
| 2011 | Bentley Campus | Semester 1 | 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
