25836 Financial Decision Making Under Uncertainty

6cp
Requisite(s): 25832 Financial Markets Instruments AND 25834 Portfolio Analysis AND 35364 Statistics for Quantitative Finance
These requisites may not apply to students in certain courses.
There are also course requisites for this subject. See access conditions.
Postgraduate

This subject introduces utility theory, arbitrage principles, portfolio formation and efficient markets at an advanced level. Areas such as the development of mean-variance analysis, the capital asset pricing model and arbitrage pricing theory in single-period equilibrium models and multi-period portfolio analysis in discrete time and in continuous time are examined.

Detailed subject description.

Fee information

2008 contribution for post-2008 Commonwealth-supported students: $1,062.38
Note: Students who commenced prior to 1 January 2008 should consult the Student contribution charges for Commonwealth supported students
Not all students are eligible for Commonwealth Supported places.

2008 amount for undergraduate domestic fee-paying students: $2,346.00

Note: Fees for Postgraduate domestic fee-paying students and international students are charged according to the course they are enrolled in. Students should refer to the Annual Fees Schedule.

Subject EFTSL: 0.125

Access conditions

Note: The requisite information presented in this subject description covers only academic requisites. Full details of all enforced rules, covering both academic and admission requisites, are available at Access conditions and My Student Admin.