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Stochastic Finance - STAT890

This unit serves as an introduction to the modern financial theory of security markets and, in particular, share prices and derivatives. It explains how the financial markets work using appropriate mathematical and statistical models and tools. The material provides a useful edge to those competing for jobs in the finance and banking sectors.

Credit Points: 4
When Offered:

S2 Evening - Session 2, North Ryde, Evening

S2 External - Session 2, External (On-campus dates: None)

Staff Contact(s): Dr Thomas Fung, Dr Nino Kordzakhia
Prerequisites:

 

Corequisites:

((Admission to MAppStat or GradDipAppStat) and STAT683) or (admission to MSc or MActPrac)

NCCW(s):
Unit Designation(s):

Science

Assessed As: Graded
Offered By:

Department of Statistics

Faculty of Science and Engineering

Course structures, including unit offerings, are subject to change.
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