- Code FINM3007
- Unit Value 6 units
- Offered by Rsch Sch of Finance, Actuarial Studies & App Stats
- ANU College ANU College of Business and Economics
- Course subject Financial Management
- Areas of interest Finance
- Academic career UGRD
- Dr Dale Roberts
- Mode of delivery In Person
Second Semester 2014
See Future Offerings
This course reviews advanced topics in discrete and continuous time market theory and derivatives pricing. The emphasis is on valuation and hedging and provides a more in-depth view of interest-rate derivative pricing. After reviewing some classic no-arbitrage models, a range of alternative pricing models and approaches will be presented: no-arbitrage models linked to market practice, multi-factor models, the forward measure approach, positive interest-rate models, and market models. This course focuses on numerical methods and calibration tools necessary for working in industry.
Upon successful completion, students will have the knowledge and skills to:
- By the end of this course students are expected to have attained a sound working knowledge of both the theory and the computational aspects of interest-rate derivatives pricing.
See the course outline on the College courses page. Outlines are uploaded as they become available.
- Lab Assessment 1 - 20%
- Lab Assessment 2 - 20%
- Final Exam - 60%
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At least three contact hours per week.
Requisite and Incompatibility
Tuition fees are for the academic year indicated at the top of the page.
If you are a domestic graduate coursework or international student you will be required to pay tuition fees. Students continuing in their current program of study will have their tuition fees indexed annually from the year in which you commenced your program. Further information for domestic and international students about tuition and other fees can be found at Fees.
- Student Contribution Band:
- Unit value:
- 6 units
If you are an undergraduate student and have been offered a Commonwealth supported place, your fees are set by the Australian Government for each course. At ANU 1 EFTSL is 48 units (normally 8 x 6-unit courses). You can find your student contribution amount for each course at Fees. Where there is a unit range displayed for this course, not all unit options below may be available.
- Domestic fee paying students
- International fee paying students
Offerings and Dates
|Class number||Class start date||Last day to enrol||Census date||Class end date||Mode Of Delivery||Class Summary|
|7667||21 Jul 2014||01 Aug 2014||31 Aug 2014||30 Oct 2014||In Person||N/A|