309804 (v.1) Investment Science 501


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: 1 x 3 Hours Weekly
Tutorial: 1 x 1 Hours Weekly
Prerequisite(s): 7063 (v.6) Mathematics 102 or any previous version
AND
7149 (v.7) Principles of Statistics 101 or any previous version
 
Syllabus: Methods of investment appraisal: NPV and IRR. Utility theory. Indifference curves. Measurement of risks. Portfolio risk and return. Market efficiency. Mean-variance portfolio analysis. Capital asset pricing model. Arbitrage pricing theory. Factor models.Risk-neutral pricing. Capital budgeting techniques, financial statement analysis.
 
** 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: 010101 Mathematics
Funding Cluster: 04 - Mathematics, 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.