Advanced Topics in Asset Pricing - FINS4776

 
Faculty: Australian School of Business
 
 
School:  School of Banking and Finance
 
 
Course Outline: http://banking.web.unsw.edu.au/
 
 
Campus: Kensington Campus
 
 
Career: Undergraduate
 
 
Units of Credit: 6
 
 
EFTSL: 0.12500 (more info)
 
 
Indicative Contact Hours per Week: 3
 
 
Enrolment Requirements:
 
 
Prerequisite or corequisite: FINS3775 or FINS4775
 
 
Equivalent: FINS5576
 
 
Fee Band: 3 (more info)
 
 
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.