BFF5040 - Advanced security analysis - 2017

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

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.

Within semester assessment: 50% + Examination: 50%

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

Dr Paul Docherty

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

AFF5040