ETC3520 · Monash University
Foundations of quantitative finance
- Credit points
- 6
- Level
- 3
- Workload
- ≈ 12 h / week
- Faculty
- Business and Economics
What it covers
This unit will introduce you to the basic theories of financial market behaviour, modelling of investment risk, interest rate models and option pricing models. You will be introduced to the mathematical and statistical foundations of financial modelling, especially the tools used to analyse interest rates and investment risk. Option pricing models will also be introduced, and related to the work of an Actuary.
Assessment
| Task | Type | Weight |
|---|---|---|
| 2 - Examination | Examination | 60% |
| 1 - Quiz / Test | Quiz / Test | 40% |
When and where
| Teaching period | Campus | Mode |
|---|---|---|
| Second semester | Clayton | On-campus |