Note: This is an archived Handbook entry from 2015.
|Dates & Locations:|| |
This subject has the following teaching availabilities in 2015:Semester 2, Parkville - Taught on campus.
Timetable can be viewed here. For information about these dates, click here.
|Time Commitment:||Contact Hours: Two 1-hour lectures and a 1-hour tutorial per week |
Total Time Commitment:
Estimated total time commitment of 170 hours.
Study Period Commencement:
|Recommended Background Knowledge:|| |
Please refer to Prerequisites and Corequisites.
|Non Allowed Subjects:|| |
|Core Participation Requirements:||
For the purposes of considering requests for Reasonable Adjustments under the Disability Standards for Education (Cwth 2005), and Students Experiencing Academic Disadvantage Policy, academic requirements for this subject are articulated in the Subject Description, Subject Objectives, Generic Skills and Assessment Requirements for this entry.
The University is dedicated to provide support to those with special requirements. Further details on the disability support scheme can be found at the Disability Liaison Unit website: http://www.services.unimelb.edu.au/disability/
CoordinatorProf Mark Joshi
Topics include discount valuation of bonds and other assets including forward contracts; term structure of interest rates; duration and convexity; distributions of accumulations and present values; stochastic simulation; time series models
A 2-hour end-of-semester examination (70%), two assignments totalling not more than 2000 words (20%), and a 45 minute mid-semester examination (10%). Satisfactory completion of this subject requires a 50% pass in the end of semester examination.
|Prescribed Texts:|| |
You will be advised of prescribed texts by your lecturer.
|Recommended Texts:|| |
Information Not Available
|Breadth Options:|| |
This subject potentially can be taken as a breadth subject component for the following courses:
You should visit learn more about breadth subjects and read the breadth requirements for your degree, and should discuss your choice with your student adviser, before deciding on your subjects.
|Fees Information:||Subject EFTSL, Level, Discipline & Census Date|
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