311629 (v.2) Investment Science 302
| 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: | 3 x 1 Hours Weekly |
| Tutorial: | 1 x 1 Hours Weekly |
| Prerequisite(s): |
310529 (v.1)
Actuarial Economics 301
or any previous version
OR 311628 (v.2) Investment Science 301 or any previous version |
| Syllabus: | Stochastic models of security prices. Introduction to derivatives, the Greeks and the binomial model. The Black-Scholes option pricing formula. The MRT and 5-step method. Arbitrage-free pricing and the 5-step method with the Black-Scholes model. Interest rate models. Property Derivatives. Currency options extended to Barrier Options using Monte Carlo valuation processes. |
| 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. |
| Field of Education: | 010103 Statistics |
| Result Type: | Grade/Mark |
Availability
| Year | Location | Period | Internal | Partially Online Internal | Area External | Central External | Fully Online |
|---|---|---|---|---|---|---|---|
| 2012 | 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
