Note: This is an archived Handbook entry from 2008.Search for this in the current handbook
|Dates & Locations:|| |
This subject has the following teaching availabilities in 2008:Semester 2, - Taught on campus.
Timetable can be viewed here. For information about these dates, click here.
|Time Commitment:||Contact Hours: One three-hour seminar per week |
Total Time Commitment: Not available
|Recommended Background Knowledge:||None|
|Non Allowed Subjects:||None|
|Core Participation Requirements:||
For the purposes of considering request for Reasonable Adjustments under the Disability Standards for Education (Cwth 2005), and Student Support and Engagement Policy, academic requirements for this subject are articulated in the Subject Overview, Learning Outcomes, Assessment and Generic Skills sections of this entry.
It is University policy to take all reasonable steps to minimise the impact of disability upon academic study, and reasonable adjustments will be made to enhance a student's participation in the University's programs. Students who feel their disability may impact on meeting the requirements of this subject are encouraged to discuss this matter with a Faculty Student Adviser and Student Equity and Disability Support: http://services.unimelb.edu.au/disability
CoordinatorDr L Coleman
This subject applies modern financial techniques to the management of diversifiable risks. These techniques include hedging, real options, portfolio design, swaps and leverage; and are combined with concepts such as corporate behavioural finance and utility functions. This enables students to develop quantitative measures of diversifiable, or business, risks and manage them effectively. The aim is to provide a comprehensive theoretical understanding of the nature and sources of diversifiable risks - financial risk strategy - so that these risks can be leveraged strategically.
A group seminar presentation (10%), individual written assignment of not more than 2000 words (20%) and three-hour end of semester exam (70%).
|Recommended Texts:|| |
Information Not Available
|Breadth Options:|| |
This subject is not available as a breadth subject.
|Fees Information:||Subject EFTSL, Level, Discipline & Census Date|
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