It is intended that learning in this session will be a combination of pre-recorded online lecture and on-campus tutorials. Tutorials will commence in week 2. The on-campus tutorial will be recorded and made available to students who are unable to attend.
REQUIRED and RECOMMENDED TEXTS and/or Materials
Lecture materials are available for downloading from ACST8087 teaching website.
• Investment Science; David Luenberger
• Choices, Values, and Frames; Amos Tversky and Daniel Kahneman
• Modern Portfolio Theory and Investment Analysis; Edwin J. Elton, Martin J. Gruber, Stephen J. Brown and William N. Goetzmann
• Investment Mathematics and Statistics; Andrew Adams, Della Bloomfield, Philip Booth and Peter England
• Options, Futures and Other Derivatives; John Hull
Optional ActEd material
• The ActEd CM2, that can be purchased directly from ActEd.