2009 Course Handbook
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 |
| Staff Contact: | Dr Egon Kalotay |
| Prerequisites: | (ACCG253(P) or ACST200) and (ECON141 or STAT271) |
| Corequisites: | |
| NCCWs: | ACST305 |
| Unit Designations: | Commerce; Economics |
| Assessed As: | Graded |
| Offered By: |
Department of Accounting and Finance |
Timetable Information
For unit timetable information please visit the Timetables@Macquarie Website.