2009 Course Handbook
ACST858: Financial Economics and Valuation
The unit deals with the application of stochastic models and numerical techniques to the projection, valuation and risk management of both asset and liability cash flows. Covers basic stochastic calculus, discrete and continuous time valuation models, stochastic differential equations, forward and backward recursion, analytical and numerical solution techniques.
| Credit Points: | 4 |
| Contact Hours: | -- |
| When Offered: | D2 - Day; Offered in the second half-year |
| Staff Contact: | Professor Piet de Jong |
| Prerequisites: | |
| Corequisites: | |
| NCCWs: | |
| Unit Designations: | -- |
| Assessed As: | Graded |
| Offered By: |
Faculty of Business and Economics |
Timetable Information
For unit timetable information please visit the Timetables@Macquarie Website.