This is archived information!
Search current Handbook for current unit information.
ACCG329: Security Pricing and Hedging
This unit explores the principles, theory and techniques of asset pricing. The first half of the unit focuses on portfolio analysis and multifactor models applicable to problems in investment analysis and asset allocation. The second half of the unit focuses on pricing techniques driven by arbitrage arguments. Arbitrage or relative pricing arguments underpin powerful, robust methods for pricing derivative securities. Upon successful completion of this unit students will: understand the economic arguments underlying important asset pricing models; be able to apply the models to practical problems; have developed an awareness of the need to consider the limitations of models and techniques when applied to non-textbook examples. The unit aims to develop graduate capabilities in critical, analytical and integrative thinking; problem solving and research.
| Credit Points: | 3 |
| Contact Hours: | 3 |
| When Offered: | D1 - Day; Offered in the first half-year |
| Staff Contact(s): | Dr Egon Kalotay |
| Prerequisites: |
ACCG252(P) |
| Corequisites: | |
| NCCW(s): | ACST305, ACST306 |
| Unit Designation(s): | |
| Assessed As: | Graded |
| Offered By: | Department of Applied Finance and Actuarial Studies |
Timetable Information
For unit timetable information please visit the Timetables@Macquarie Website .