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.
- First semester 2018 (Evening)
- Second semester 2018 (On-campus)
Students must have passed BFF5935 or be enrolled in course B6003.
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:
- 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.
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