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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; asset allocation: theory and practice.
| Credit Points: | 4 |
| When Offered: | X2 - External study; Offered in Session 2 |
| Staff Contact(s): | Dr Tim Kyng |
| Prerequisites: |
Permission of Executive Dean of Faculty |
| Corequisites: | |
| NCCW(s): | |
| Unit Designation(s): | |
| Assessed As: | Graded |
| Offered By: | Department of Applied Finance and Actuarial Studies Faculty of Business and Economics |
Timetable Information
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