Postgraduate - UnitBFF5040 - Advanced security analysis

This unit entry is for students who completed this unit in 2015 only. For students planning to study the unit, please refer to the unit indexes in the the current edition of the Handbook. If you have any queries contact the managing faculty for your course or area of study.

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6 points, SCA Band 3, 0.125 EFTSL

Refer to the specific census and withdrawal dates for the semester(s) in which this unit is offered.

Level	Postgraduate
Faculty	Faculty of Business and Economics
Organisational Unit	Department of Banking and Finance
Offered	Caulfield First semester 2015 (Evening) Caulfield Second semester 2015 (Evening)

Synopsis

This unit evaluates and applies contemporary approaches used to analyse and price financial assets including:

security and market performance measures
multifactor asset pricing
fundamental valuation
technical analysis
fixed income and hybrid securities
forward interest rates and swaps
investing and hedging with futures, options and other derivatives
pricing risk
credit derivatives

Outcomes

The learning goals associated with this unit are to:

develop a recognition and understanding of the investment environment and its impact on asset valuation
develop analytical skills related to the valuation of various investments
develop skills to critically evaluate various investment strategies
develop skills relating to dealing with financial risk
develop a critical perspective of such investment management
demonstrate in an individual summative assessment task the acquisition of a comprehensive understanding of the topics covered by BFF5040.

Assessment

Within semester assessment: 50%
Examination: 50%

Workload requirements

Minimum total expected workload to achieve the learning outcomes for this unit is 144 hours per semester typically comprising a mixture of scheduled learning activities and independent study. Independent study may include associated readings, assessment and preparation for scheduled activities. The unit requires on average three/four hours of scheduled activities per week. Scheduled activities may include a combination of teacher directed learning, peer directed learning and online engagement.

Chief examiner(s)

Associate Professor Cameron Truong (First semester)
Dr John Vaz (Second semester)

Prerequisites

Students must have passed AFF9350 or BFF5935, or be enrolled in course 3818, 3850 or 4412 before undertaking this unit.

Prohibitions

AFF5040