Investment Science
Undergraduate
Undergraduate
MATH 3019
Undergraduate
No
100307
4.5
No
School of Information Technology and Mathematical Sciences
The aim of this course is to expose students to principles and techniques of Investment Science.
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.
Luenberger, David G 1998, Investment Science, Oxford University Press
Common to all relevant programs | |
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Subject Area & Catalogue Number | Course Name |
MATH 1055 | Calculus 2 |
MATH 2014 | Linear Programming and Networks |
Nil
Component | Duration | ||
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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.
Assignment 1, Assignment 2, Final examination, Progress tests (best 6 out of 7)
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
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* 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.