The University of New South Wales

go to UNSW home page

Handbook Home

PRINT THIS PAGE
Advanced Topics in Asset Pricing - FINS5576
Library lawn

 
Faculty: Australian School 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: 0.12500 (more info)
 
 
Indicative Contact Hours per Week: 3
 
 
Enrolment Requirements:
 
 
None
 
 
Equivalent: FINS4776
 
 
CSS Contribution Charge:Band 3 (more info)
 
 
Tuition Fee:See Tuition Fee Schedule
 
 
Further Information: See Class Timetable
 
 

Description

Provides an in-depth treatment of asset pricing theories, including surveying the evidence from tests of these models. Both general asset pricing techniques and the micro-foundations of these models are covered. Emphasis is on applications of mathematical and statistical tools to provide a rigorous development of each topic. Students are assessed through a variety of means, which may include problem sets, exams, papers, and presentations.

URL for this page:

© 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.