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Unit of study_
FINC6000: Quantitative Finance and Derivatives
2021 unit information
This unit provides students with an introduction to quantitative models and techniques in finance. Topics covered include basic stochastic calculus, probability measures and the role of numeraires, Black-Scholes and Hull-White models, and the theoretical and numerical techniques for valuing derivatives. There is a focus on both the intuitive and mathematical understanding of these topics, as well as their application to problems in quantitative finance.
Unit details and rules
Managing faculty or University school:
Finance
| Code | FINC6000 |
|---|---|
| Academic unit | Finance |
| Credit points | 6 |
|
Prerequisites:
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FINC5001 |
|---|---|
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Corequisites:
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None |
| Prohibitions:
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FINC5002 |
| Assumed knowledge:
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This unit requires students to have some background in calculus, matrices, statistics and probability. |
At the completion of this unit, you should be able to:
- LO1. value financial derivatives using analytical and numerical techniques
- LO2. apply quantitative finance concepts to solve practical problems.
- LO3. explain financial decisions with the support of quantitative financial tools.
Unit availability
This section lists the session, attendance modes and locations the unit is available in. There is a unit outline for each of the unit availabilities, which gives you information about the unit including assessment details and a schedule of weekly activities.
The outline is published 2 weeks before the first day of teaching. You can look at previous outlines for a guide to the details of a unit.
There are no availabilities for this year.
Modes of attendance (MoA)
This refers to the Mode of attendance (MoA) for the unit as it appears when you’re selecting your units in Sydney Student. Find more information about modes of attendance on our website.
