UNSW Handbook Course - Advanced Topics in Asset Pricing

Advanced Topics in Asset Pricing - FINS4776


	Faculty: Faculty of Commerce and Economics
	School: School of Banking and Finance
	Contact: Feldman,David
	Campus: Kensington Campus
	Career: Undergraduate
	Units of Credit: 6
	EFTSL: 0.125 (more info)
	Contact Hours per Week: 3
	Enrolment Requirements:
	Prerequisite or corequisite: FINS3775 or FINS4775
	Session Offered: See Class Timetable
	Fee Band: 2 (more info)

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.

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