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Stochastic Methods in Applied Finance - AFIN270
The applied finance discipline has become more reliant on quantitative analysis in recent years. Increasingly, models employed by practitioners and researchers are based on assumptions about the stochastic properties of financial time series. This unit provides students with a more detailed insight and understanding of the valuation models introduced in earlier units and includes extensive use of Excel. The unit addresses a number of topics, within which theoretical models are developed and then explored further using Excel. These topics include random walks, martingales, ito calculus, and arbitrage.
| Credit Points: | 3 |
| When Offered: | S2 Day - Session 2, North Ryde, Day |
| Staff Contact(s): | Dr Edward Watts |
| Prerequisites: |
(15cp including (ACST101 and (AFIN100 or ACST152) and (STAT170 or STAT171))) or ACST252 |
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| Assessed As: | Graded |
| Offered By: | Department of Applied Finance and Actuarial Studies Faculty of Business and Economics |
Timetable Information
For unit timetable information and session dates for external offerings please visit the Timetables@Macquarie Website.