UNSW Handbook Course - Applied Portfolio Management and Modelling

Applied Portfolio Management and Modelling - FINS5517


	Faculty: Faculty of Business
	School: School of Banking and Finance
	Course Outline: http://banking.web.unsw.edu.au/
	Campus: Kensington Campus
	Career: Postgraduate
	Units of Credit: 6
	EFTSL: 0.125 (more info)
	Contact Hours per Week: 3
	Enrolment Requirements:
	Prerequisite or corequisite: FINS5513 or enrolment in program 8406.
	Fee Band: 2 (more info)
	Further Information: See Class Timetable

Description

Provides the foundation for the analysis of active funds management: the dynamic management of equity and fixed-income portfolios. Emphases are model construction (including forecasting), data analysis, the use of derivative securities (such as options, futures, FRAs, swaps), both international and domestic diversification benefits, performance and risk measures, and risk management and control.

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© The University of New South Wales (CRICOS Provider No.: 00098G), 2004-2011. The information contained in this Handbook is indicative only. While every effort is made to keep this information up-to-date, the University reserves the right to discontinue or vary arrangements, programs and courses at any time without notice and at its discretion. While the University will try to avoid or minimise any inconvenience, changes may also be made to programs, courses and staff after enrolment. The University may also set limits on the number of students in a course.