|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.||Contextualise the concepts of market efficiency and random walk hypothesis clearly and coherently as they are evidenced in contemporary settings;|
|4.||Create an optimum portfolio based on the risk and correlation of individual assets to provide diversification benefits;|
|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.|
Students studying under the VU Block Model.
|Assignment||Group Assignment 1||20%|
|Assignment||Group Assignment 2||20%|
|Assignment||Group Assignment 3||20%|
|Test||Multiple Choice and Short Answers||20%|
Quantitative financial risk management.
Miller, M. B. (2019).
Hoboken, New Jersey: John Wiley & Sons, Inc. (Wiley finance series).
Where to next?
As part of a course
You can choose to study this unit as part of the following courses. Refer to the course page for information on how to structure your course to include this unit.
Study a single unit
This unit may be available as a single unit of study.
Find out more about how to apply for single units of study at VU.
VU takes care to ensure the accuracy of this unit information, but reserves the right to change or withdraw courses offered at any time. Please check that unit information is current with the Student Contact Centre.