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Security Pricing and Hedging - AFIN329
This unit explores the principles, theory and techniques of asset pricing. The first half of the unit focuses on portfolio analysis and multifactor models applicable to problems in investment analysis and asset allocation. The second half of the unit focuses on pricing techniques driven by arbitrage arguments. Arbitrage or relative pricing arguments underpin powerful, robust methods for pricing derivative securities. Upon successful completion of this unit students will: understand the economic arguments underlying important asset pricing models; be able to apply the models to practical problems; and have developed an awareness of the need to consider the limitations of models and techniques when applied to non-textbook examples. The unit aims to develop graduate capabilities in critical, analytical and integrative thinking, problem solving and research.
| Credit Points: | 3 |
| When Offered: | S1 Day - Session 1, North Ryde, Day S2 Day - Session 2, North Ryde, Day |
| Staff Contact(s): | Finance staff |
| Prerequisites: | |
| Corequisites: | |
| NCCW(s): | ACST305, ACST306, ACCG329 |
| Unit Designation(s): | |
| Unit Type: | |
| Assessed As: | Graded |
| Offered By: | Department of Applied Finance and Actuarial Studies Faculty of Business and Economics |
Timetable Information
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