Fourth year status,
first semester course, three lectures and three tutorials per week. This course
is intended for students in the special field of Quantitative Finance.
co-ordinator: Mrs S Ramjee.
- BUS2016H Actuarial Science I, BUS3026W Finance II, STA3041F Statistics 3041,
- STA3043S Statistics 3043, STA3045F Markov Processes and Advanced Time Series, ACC1006F
- Financial Accounting, ACC1011S Financial Reporting 1, ECO1010F Microeconomics, ECO1011S
- Macroeconomics, BUS4028F Actuarial Science III: Financial Economics (prerequisite/co-requisite).
The aim of this subject
is to instil in successful candidates an understanding of the Investment environment
and the principles and objectives of investment management. It will also give
the candidate mastery of some of the techniques of asset
valuation. It comprises the following topics: professionalism,
external environment, regulations, stakeholders, providers of benefits,
cash flows, money market instruments, bonds, equities, future
property options, overseas investments, collective investment
vehicles, principal economic influences in investment markets, major investment
indices, asset modelling, valuation techniques for inpidual
investments and portfolios, asset/liability management.
- Completion and timeous submission of tutorial exercises. Sitting all class tests.
- An overall average of 40% for class work.
- Tutorials, quizzes and tests 50%
- June examinations 1 x 3 hours 50%
- No supplementary examinations are awarded for this course.
Last updated : 11 Aug 2014