Investment Science
Course Level Undergraduate
Area/Catalogue
MATH 3019
Course Level
Undergraduate
Offered Externally
No
Course ID
100307
Unit Value
4.5
University-wide elective course
No
Course owner
School of Information Technology and Mathematical Sciences
Course aim
The aim of this course is to expose students to principles and techniques of Investment Science.
Course content
Deterministic cash flow streams: present and future values, fixed income securities, term structure of interest rate. Single period random cash flows: mean-variance portfolio theory, general principle of pricing. Derivative securities: forward and futures, models of asset dynamics, basic option theory, Black-Scholes equation. General cash flow streams: optimal portfolio growth, general investment evaluation.
Textbook(s)
Luenberger, David G 1998, Investment Science, Oxford University Press
Prerequisite(s)
| Common to all relevant programs | |
|---|---|
| Subject Area & Catalogue Number | Course Name |
| MATH 2014 | Linear Programming and Networks |
| MATH 1055 | Calculus 2 |
Corequisite(s)
Nil
Teaching method
| Component | Duration | ||
|---|---|---|---|
| INTERNAL, CITY WEST | |||
| Lecture | 3 hours x 13 weeks | ||
| Tutorial | 1 hour x 13 weeks | ||
Note: These components may or may not be scheduled in every study period. Please refer to the timetable for further details.
Assessment
Assignment 1, Assignment 2, Final examination, Progress tests (best 6 out of 7)
Fees
EFTSL*: 0.125
Commonwealth Supported program (Band 2)
To determine the fee for this course as part of a Commonwealth Supported program, go to:
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Fee-paying program for domestic and international students
International students and students undertaking this course as part of a postgraduate fee paying program must refer to the relevant program home page to determine the cost for undertaking this course.
Non-award enrolment
Non-award tuition fees are set by the university. To determine the cost of this course, go to:
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Not all courses are available on all of the above bases, and students must check to ensure that they are permitted to enrol in a particular course.
* Equivalent Full Time Study Load. Please note: all EFTSL values are published and calculated at ten decimal places. Values are displayed to three decimal places for ease of interpretation.
Course Coordinators
Degrees this course is offered in
