Mathematics of Finance II

• ACTL90002
• Contact Hours: A 2 hour seminar and a 1 hour workshop per week
  Total Time Commitment: Estimated total time commitment of 120 hours per semester
• 12.50

Topics include: measures of investment risk, portfolio theory, models of asset returns, asset liability modelling, equilibrium models, the efficient markets hypothesis, stochastic models of security prices, and Brownian Motion and its application. -- Course Website

Prerequisites: ACTL90001 Mathematics of Finance I Subject Study Period Commencement: Credit Points: ACTL90001 Mathematics of Finance I Semester 1 12.50