This unit covers: analysis of accounting information in the context of investment and credit analysis; the Australian and global debt securities markets; fixed income, floating rate and asset backed securities; construction and management of portfolios of debt securities; yield curve analysis and modelling; credit risk measurement and management; the Australian and global equity securities markets; quantitative approaches to equity valuation; valuation theory and methodologies; use of accounting information in valuations; valuation of hybrid securities; equity portfolio management; behavioural finance; market anomalies; multi-factor models and application to equity portfolio management... -- Course Website
Instructor: Actuarial staff
Prerequisites: Permission of Executive Dean of Faculty
