University of Technology, Sydney

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25864 Finance Theory

There are course requisites for this subject. See access conditions.



This subject introduces students to the major models of asset pricing and to rational expectations models. Three broad categories of asset pricing models are discussed: single-period static models and discrete time intertemporal models; continuous time models; and rational expectations models.

For more information, contact your PhD supervisor.

Detailed subject description.

Fee information

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Access 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.