units

BFF5040

Faculty of Business and Economics

18 September 2017 22 November 2024

print version

This unit entry is for students who completed this unit in 2016 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.

Monash University

6 points, SCA Band 3, 0.125 EFTSL

Postgraduate - Unit

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

Faculty

Business and Economics

Organisational Unit

Department of Banking and Finance

Offered

Caulfield

  • First semester 2016 (Evening)
  • Second semester 2016 (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:

  1. develop a recognition and understanding of the investment environment and its impact on asset valuation
  2. develop analytical skills related to the valuation of various investments
  3. develop skills to critically evaluate various investment strategies
  4. develop skills relating to dealing with financial risk
  5. develop a critical perspective of such investment management
  6. 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.

See also Unit timetable information

Chief examiner(s)

Associate Professor Cameron Truong

Prerequisites

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

Prohibitions

AFF5040