Warning: file_get_contents(/var/www/html/handbook/application_code/app_web/2017/cache/kohana_configuration): failed to open stream: No such file or directory in /var/www/html/handbook/system/core/Kohana.php on line 628
Quantitative Techniques in Debt and Equity Investment Management - ACST872 - 2017 Course Handbook - Macquarie University

Skip to Content

Quantitative Techniques in Debt and Equity Investment Management - ACST872

This unit covers: analysis of accounting information in the context of investment and credit analysis; the Australian and global debt securities markets; fixed income, floating rate and asset backed securities; construction and management of portfolios of debt securities; yield curve analysis and modelling; credit risk measurement and management; the Australian and global equity securities markets; quantitative approaches to equity valuation; valuation theory and methodologies; use of accounting information in valuations; valuation of hybrid securities; equity portfolio management; behavioural finance; market anomalies; multi-factor models and application to equity portfolio management and stock selection; transaction costs; performance measurement and attribution; and asset allocation: theory and practice.

Credit Points: 4
When Offered:

TBD - Not offered in the current year; next offering is to be determined

Staff Contact(s): Actuarial staff
Prerequisites:

Permission by special approval Prerequisite Information

Corequisites:

NCCW(s):
Unit Designation(s):

Commerce

Economics

Assessed As: Graded
Offered By:

Department of Applied Finance and Actuarial Studies

Faculty of Business and Economics

Course structures, including unit offerings, are subject to change.
Need help? Ask us.