25839 Mathematics of Finance
6cpRequisite(s): 35365 Stochastic Calculus in Finance
There are also course requisites for this subject. See access conditions.
Postgraduate
This subject introduces the theory of mathematical finance with applications in derivative pricing, portfolio optimisation and risk management. Techniques of no-arbitrage pricing in finance and financial mathematics are explored. Theoretical problems involving hedging derivatives and change of probability measures and portfolio optimisation are formulated and solved.
Detailed subject description.
Fee information
2009 contribution for post-2008 Commonwealth-supported students: $1,084.62
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.
2009 amount for undergraduate domestic fee-paying students: $2,425.00
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: 0.125Access 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.
