Unit details
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Learning Outcomes
1. | Deliberate upon the distribution of asset return and the measurement of risk, to substantiate conclusions tailored to meet the requirements of a range of sectors/settings; | ||
2. | Quantify the relationship between returns and different types of risk to value the asset and provide justified recommendations; | ||
3. | Argue the importance of decision making under uncertainty as they are applied in investment analysis, in local and global contexts; | ||
4. | Contextualise the concepts of market efficiency and random walk hypothesis clearly and coherently as they are evidenced in contemporary settings; | ||
5. | Adapt the principles of options and option pricing models to analyse and justify recommendations for effective financial decision making for known and changing contexts; and | ||
6. | Estimate and forecast volatility in financial time-series, justifying an optimal recommendation. |
Assessment
Assessment type | Description | Grade |
---|---|---|
Test | Multiple Choice and Short Answers | 20% |
Assignment | Assignment | 20% |
Examination | Final Examination | 60% |
Required reading
Financial Institutions Management: A Risk Management Approach (9th ed.).
Saunders, A. & Cornett, M.M. (2018).
New York: McGraw-Hill Australia
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