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» 2005 Handbooks
» Units
» ACCG329
ACCG329: Security Pricing and Hedging |
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.
| Credit Points: | 3 |
| Contact Hours: | 3 |
| When Offered: |
D1 - Day; Offered in the first half-year
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| Staff Contact: |
Dr Kalotay, Dr Perera |
| Prerequisites: |
ACCG253(P) or ACST200; ECON141 or STAT271
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| Corequisites: |
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| NCCWs: | ACST305
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| Unit Designations: |
Commerce; Economics;
| | Assessed As: |
Graded
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| Offered By: |
Department of Accounting and Finance |
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