Overview
This unit will introduce students to the basic theories of financial market behaviour, modelling of investment risk, interest rate models and option pricing models. Students will be introduced to the mathematical and statistical foundations of financial modelling, especially the tools used to analyse interest rates and investment risk. Option pricing … For more content click the Read More button below.
Offerings
S2-01-CLAYTON-ON-CAMPUS
Requisites
Prerequisite
Rules
Enrolment Rule
Contacts
Chief Examiner(s)
Associate Professor Athanasios Pantelous
Unit Coordinator(s)
Associate Professor Athanasios Pantelous
Learning outcomes
On successful completion of this unit, you should be able to:
1.
understand the foundational theories of financial market behaviour
2.
understand measures of investment risk as they relate to insurance
3.
estimate, interpret and utilise models of investments returns, term structure of interest rates, and credit risk models
4.
understand the theoretical foundations and practice of option pricing models, including various methods for pricing options.
Teaching approach
Active learning
Assessment
1 - Within semester assessment
2 - Examination
Scheduled and non-scheduled teaching activities
Lectures
Tutorials
Workload requirements
Workload
Other unit costs
Costs are indicative and subject to change.
Electronics, calculators and tools: $40