Authorised by Academic Registrar, April 1996
Objectives On completion of this subject students should be able to demonstrate an understanding of modern portfolio theory; the behaviour of market volatility; the application of portfolio management techniques in an institutional treasury environment.
Synopsis Topics in clude evaluation and prediction of risk and return; pricing techniques for physical and derivative products; domestic and international markets; market volatility; management strategies; performance measurement and maintaining credit quality.
Assessment Assignment and coursework (3000 words): 50% + Examination (3 hours): 50%