Course

Asset Pricing Theory - FINS4776

Faculty: UNSW Business School

School: School of Banking and Finance

Course Outline: FINS4776 Course Outline

Campus: Sydney

Career: Undergraduate

Units of Credit: 6

EFTSL: 0.12500 (more info)

Indicative Contact Hours per Week: 3

Enrolment Requirements:

Corequisite: Must be enrolled in program 4501 (Finance) or FINS3775 or FINS4775

Equivalent: FINS5576

CSS Contribution Charge: 2 (more info)

Tuition Fee: See Tuition Fee Schedule

Further Information: See Class Timetable

View course information for previous years.

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.
Science students

Study Levels

UNSW Quick Links