FINS5591 Continuous-Time Finance - 2019

FINS5591
Postgraduate
Term 2
6 Units of Credit
On Campus
Banking & Finance
This course outline is provided in advance of offering to guide student course selection. Please note that while accurate at time of publication, changes may be required prior to the start of the teaching session. You should always access the current online version of the outline when the Term commences.

1. Course Details

Summary of Course

The course consists of two major parts. The first one is a more technical prerequisite of the second, but it delivers its own insights into the modelling of financial problems. It deals with Stochastic Calculus as a basis to model the stochastic development of asset prices, interest rates or latent variables. At the end of this part students should be familiar with Ito's Lemma and stochastic differential equations. This part asks for a positive attitude of students towards a more formal reasoning. It will take up about 30% of the lectures. The second part deals with a number of classical continuous-time applications in Finance. First, three problems which areas based local on a no-arbitrage condition will be discussed: option pricing, structural models of credit risk, and the trade - off theory of the optimal capital structure. Second, portfolio theory and the characterization of expected asset returns in equilibrium will be analysed. These two problems were the first applications of the continuous-time finance approach. For the last topics, we have some flexibility: we can choose between several models that can be useful in a variety of settings, such as models with mean reversion, stochastic volatility, jumps, or regime switching. Alternatively, we could look at more sophisticated derivatives, such as term structure models, or models of credit default swaps.

Teaching Times and Locations

Please note that teaching times and locations are subject to change. Students are strongly advised to refer to the Class Timetable website for the most up-to-date teaching times and locations.

View course timetable

Course Policies & Support

Course Aims and Relationship to Other Courses

My goal for this course is to explain and in a sense “de-mystify” some of the more sophisticated models in Continuous-Time Finance. This should enable the student to read current research papers at a high level. In terms of modelling time series, we will discuss models with mean-reversion (such as the Ornstein-Uhlenbeck process and the square root process), stochastic volatility models (Heston in particular), Lévy processes and other jump processes, and continuous-time regime switching models.

These models describe the skewness and kurtosis of many financial time series more realistically than the standard models. In terms of derivative securities we will discuss equity derivatives, interest rate derivatives (based on the Heath-Jarrow-Morton approach as well as the Libor Market Model approach) and if time allows, credit derivatives. We also discuss portfolio optimization in continuous-time. All other chapters are designed to lead us to these topics.

The earlier chapters in this course will emphasize the following topics:

  • What is a filtration?
  • Why is it useful to consider the conditional expected value of a random variable to be also a random variable?
  • What are Markov Processes, Martingales, and Brownian Motions, and why are they so important to a dynamic Theory of Finance?
  • Why do we need a new integration theory (the Itô integral) to determine properly the gains of dynamic portfolio strategies?
  • Why do the rules of classical calculus no longer hold?
  • Why do stochastic differential equations help us to characterize changes of asset prices over small time intervals?
  • How do changes in probability measures (Girsanov’s theorem) make option pricing easier?

My approach is to include proofs to these results only if they’re relatively easy. This means that, even if the most general results will not be proved, sometimes simpler results can be proved. My hope is that the more a student understands about these results, the easier it will be for him/her to apply them, or even extend them.

This course will not require memorization. No assessment will be closed book. The lecture notes are fairly thorough, and will hopefully be a useful reference after the course is finished. In the spirit of full disclosure, let me also mention some topics that will not be discussed:

(a) discrete-time models (such as binomial models or GARCH)

(b) Monte Carlo methods

(c) programming, or

(d) estimation.

While all of these topics are important, students will have to learn these topics in other courses.

The course is a fourth year (Honours) and a Postgraduate (PhD) course. Participants should have a strong interest in asset pricing. The course FINS3635 (Options, Futures, and Risk Management) is a prerequisite. In addition, students would find it beneficial to have some background in probability theory.

2. Staff Contact Details

Position Title Name Email Location Phone Consultation Times
Lecturer-in-chargeDrDavid ColwellRoom 367, Business School building - Ref E12+61 2 9385 5851Mondays 12-2pm. (or by appointment)

Communication with staff

To get to Dr. Colwell’s office, please use the East wing elevator (closer to the bookstore), find the phone pad next to the glass door, hit the # key (i.e., “on”) and dial my extension: 55851. I’ll come open the door for you.

3. Learning and Teaching Activities

Approach to Learning and Teaching in the Course

This course provides the basis to analyse and solve stochastic, dynamic problems in Finance at an advanced level. It is theoretically oriented with an enormous potential for practical application.

The course consists of weekly three-hour lectures. The lecture notes will be available before class, so that students can have an overview of the topics in advance. During the lecture, we discuss the details of some proofs, and omit the details of others, leaving them for the interested student. We discuss the intuition behind results and continually refer to the “big picture” issues, of how each topic relates to other topics. Questions and discussion in class are welcome. Some practice problems will be available for most chapters, and doing these should help students prepare for the take-home assignments. The paper to be reviewed (see below) will be chosen by the student according to the student’s interests, but must be related to Continuous-Time Finance.

Learning Activities and Teaching Strategies

In order to obtain the full benefit from the course, students are expected to follow the following points below:

  1. Read the relevant lecture notes before the lectures. This will make it easier for students to follow the lectures and to ask questions.
  2. Attend class lectures.
  3. Participate in the lectures, asking questions and answering the occasional questions posed by the lecturer.
  4. Review the lectures after class.
  5. Do the practice problems or take-home assignments when available.
  6. Search the literature for a paper that interests you.

If any issues are still not clear, ask me, send me an e-mail, or come to my office during my consultation hours, or by appointment.

5. Course Resources

The website for this course is on Moodle.

The only materials that are required for this course are the lecture notes, which will be made available on Moodle in a timely manner.

The lecture notes are influenced by a wide variety of sources. The following is a list of some of those sources, and could be considered extra reading if the student needs more detail on a particular subject.

  • Bates, D.S., 1996, “Jumps and Stochastic Volatility: Exchange Rate Processes Implicit in Deutsche Mark Options,” Review of Financial Studies, (Spring) Vol. 9, No. 1, 69-107.
  • Baxter, M. and Rennie, A., 1996, Financial Calculus: An Introduction to Derivative Pricing, Cambridge University Press.
  • Bielecki, T.R. and Rutkowski, M., 2002, Credit Risk: Modeling, Valuation and Hedging, Springer Finance.
  • Black, F. and Cox, J.C., 1976, “Valuing Corporate Securities: Some Effects of Bond Indenture Provisions,” Journal of Finance, 31 (May), 351-368.
  • Black, F., and Scholes, M., 1973, “The Pricing of Options and Corporate Liabilities,” Journal of Political Economy, 81 (May-June), 637-654.
  • Brennan, M. and Schwartz, E., 1985, “Evaluating Natural Resource Investments,” Journal of Business, 58, 135-157
  • Brigo, D. and Mercurio, F. 2006, Interest Rate Models—Theory and Practice: With Smile, Inflation and Credit, 2nd Ed., Springer Finance.
  • Buchen, P.W., 2001, “Image Options and the Road to Barriers,” Risk Magazine, 14 (9), 127-130.
  • Buchen, P.W., 2012, An Introduction to Exotic Option Pricing, Chapman & Hall.
  • Caouette, Altman, and Narayanan, 1998, Managing Credit Risk: The Next Great Financial Challenge, Wiley.
  • Chen, R. R., Cheng, X., Fabozzi, F. J., & Liu, B. (2008). An explicit, multi-factor credit default swap pricing model with correlated factors. Journal of Financial and Quantitative Analysis, 43(1), 123.
  • Colwell, D.B., Feldman, D. and Hu, W., 2015, “Non-Transferable Non-Hedgeable Executive Stock Option Pricing,” Journal of Economic Dynamics and Control, Vol. 53, April, pp. 161-191.
  • Colwell, D.B., Henker, T., Fong, K., and Ho, J., 2003, “Real Options Valuation of Australian Gold Mines and Mining Companies.” The Journal of Alternative Investments, 23-38.
  • Chung, K.L., 1974, A Course in Probability Theory, 2nd Ed., Academic Press.
  • Cochrane, J.H., 2001. Asset Pricing, Princeton University Press.
  • Cont, R. and Tankov, P., 2008, Financial Modelling with Jump Processes, 2nd Ed., Chapman and Hall.
  • Cox, J. C., & Huang, C. F., 1989, “Optimal consumption and portfolio policies when asset prices follow a diffusion process,” Journal of economic theory, 49(1), 33-83.
  • Cox, J.C., Ingersoll, J.E., and Ross, S.A., 1985, “A Theory of the Term Structure of Interest Rates,” Econometrica, 53, 385-407.
  • Cvitanić, J., and Karatzas, I., 1992, “Convex Duality in Constrained Portfolio Optimization,” Annals of Applied Probability, 2(4), 767-818.
  • Duffie, D., Pan J., and Singleton, K., 2000, “Transform Analysis and Asset Pricing for Affine Jump-Diffusions,” Econometrica, 1343-1376.
  • Elliott, R.J., 1982, Stochastic Calculus and Applications, Springer.
  • Elliott, R.J., Aggoun, L., and Moore, J.B., 1995, Hidden Markov Models: Estimation and Control, Springer.
  • Harrison, J.M., and Pliska, S., 1981, “Martingales and Stochastic Integrals in the Theory of Continuous Trading,” Stochastic Processes and their Applications, 11, 215-260.
  • Heath, D., Jarrow, R.A. and Morton, A., 1992, “Bond Pricing and the Term Structure of Interest Rates: A New Methodology for Contingent Claims Valuation,” Econometrica, 60, 77-105.
  • Heston, S.L., 1993, “A Closed-Form Solution for Options with Stochastic Volatility with Applications to Bond and Currency Options”, Review of Financial Studies, 6, 327-343.
  • Ho, T.S.Y., and Lee, S.-B., 1986, “Term Structure Movements and the Pricing of Interest Rate Contingent Claims,” The Journal of Finance, 41, 1011-1029.
  • Hull, J.C., 2012, Options, Futures, and Other Derivatives, 8th Ed., Pearson.
  • Hull, J. and White, A., 1990, “Pricing Interest Rate Derivative Securities,” The Review of Financial Studies, 3, 573-592.
  • Jacod, J. and Shiryaev, A.N., 1987, Limit Theorems for Stochastic Processes, Springer.
  • Karatzas, I., Lehoczky, J.P., Shreve, S.E., 1987. Optimal portfolio and consumption decisions for a “small investor” on a finite horizon. SIAM Journal on Control and Optimization 25 (6) 1557-1586. Doi: 10.1137/0325086
  • Karatzas, I. and Shreve, S.E., (I) 1991, Brownian Motion and Stochastic Calculus, 2nd Ed., Springer.
  • Karatzas, I. and Shreve, S.E., (II) 1998, Methods of Mathematical Finance, Springer.
  • Konstandatos, O., 2008, Pricing Path Dependent Exotic Options: A Comprehensive Mathematical Framework, VDM Verlag Dr. Mueller e.K.
  • Leland, H.E., 1994, “Corporate Debt Value, Bond Covenants, and Optimal Capital Structure,” Journal of Finance, 49, No. 4, (Sept), 1213-1252.
  • Liptser, R.S. and Shiryaev, A.N 1977, Statistics of Random Processes I: General Theory, Springer-Verlag.
  • Merton, R. C., 1973, "An intertemporal capital asset pricing model." Econometrica: Journal of the Econometric Society, 867-887.
  • Merton, R.C., 1974, “On the Pricing of Corporate Debt: The Risk Structure of Interest Rates,” Journal of Finance, 29, 449-470.
  • Merton, R.C., 1990, Continuous-Time Finance, Blackwell.
  • Musiela, M. and Rutkowski, M., 1997, Martingale Methods in Financial Modelling, Springer.
  • Protter, P.E., 2005, Stochastic Integration and Differential Equations, Springer.
  • Revuz, D., and Yor, M., 1999, Continuous Martingales and Brownian Motion, 3rd Ed., Springer.
  • Rogers, L.C.G. and Williams D., 1994, Diffusions, Markov Processes and Martingales, Vol. 2: Ito Calculus, Cambridge University Press.)
  • Ross, S.M., 1980, Introduction to Probability Models, 2nd Ed., Academic Press.
  • Royden, H.L., 1968, Real Analysis, 2nd Ed., MacMillan.
  • Schönbucher, 2003, Credit Derivatives Pricing Models: Models, Pricing and Implementation, Wiley Finance.
  • Schwartz, E., and Smith, J. E., 2000, “Short-term variations and long-term dynamics in Commodity Prices,” Management Science, 46(7), 893-911.
  • Shreve, S.E., 2004, Stochastic Calculus for Finance II, Springer.
  • Stein, E.M., and Stein, J.C., 1991, “Stock Price Distributions with Stochastic Volatility: An Analytic Approach,” Review of Financial Studies, Vol. 4, No. 4, 727-752.
  • Vasicek, O.A., 1977, “An Equilibrium Characterization of the Term Structure,” Journal of Finance, 5, 177-188.
  • Wong, B., and Heyde, C.C., 2006, “On Changes of Measure in Stochastic Volatility Models,” Journal of Applied Mathematics and Stochastic Analysis, 1-13.

6. Course Evaluation & Development

Feedback is regularly sought from students and continual improvements are made based on this feedback. At the end of this course, you will be asked to complete the myExperience survey, which provides a key source of student evaluative feedback. Your input into this quality enhancement process is extremely valuable in assisting us to meet the needs of our students and provide an effective and enriching learning experience. The results of all surveys are carefully considered and do lead to action towards enhancing educational quality.

7. Course Schedule

Week Activity Topic Assessment/Other
Week 1: 3 JuneLecture

Measure Theory & Stochastic Processes

Week 2: 10 JuneLecture

Stochastic Integration & Girsanov’s Theorem

Week 3: 17 JuneLecture

The Black-Scholes Partial Differential Equation (PDE)

Week 4: 24 JuneLecture

Applications of the Black-Scholes PDE

Assessment

First Assignment

Week 5: 1 July
Week 6: 8 JulyLecture

Portfolio Optimisation

Week 7: 15 JulyLecture

Portfolio Optimisation & Intertemporal CAPM

Assessment

Second Assignment

Week 8: 22 JulyLecture

Mean-reversion

Week 9: 29 JulyLecture

Jump Processes OR Stochastic Volatility

Week 10: 5 AugustLecture

Regime-Switching

Assessment

Third Assignment

Term Break: 12 August
Exams: 19 August
Exams: 26 August

8. Policies and Support

Information about UNSW Business School protocols, University policies, student responsibilities and education quality and support.

Program Learning Outcomes

The Business School places knowledge and capabilities at the core of its curriculum via seven Program Learning Outcomes (PLOs). These PLOs are systematically embedded and developed across the duration of all coursework programs in the Business School.

PLOs embody the knowledge, skills and capabilities that are taught, practised and assessed within each Business School program. They articulate what you should know and be able to do upon successful completion of your degree.

Upon graduation, you should have a high level of specialised business knowledge and capacity for responsible business thinking, underpinned by ethical professional practice. You should be able to harness, manage and communicate business information effectively and work collaboratively with others. You should be an experienced problem-solver and critical thinker, with a global perspective, cultural competence and the potential for innovative leadership.

All UNSW programs and courses are designed to assess the attainment of program and/or course level learning outcomes, as required by the UNSW Assessment Design Procedure. It is important that you become familiar with the Business School PLOs, as they constitute the framework which informs and shapes the components and assessments of the courses within your program of study.

PLO 1: Business knowledge

Students will make informed and effective selection and application of knowledge in a discipline or profession, in the contexts of local and global business.

PLO 2: Problem solving

Students will define and address business problems, and propose effective evidence-based solutions, through the application of rigorous analysis and critical thinking.

PLO 3: Business communication

Students will harness, manage and communicate business information effectively using multiple forms of communication across different channels.

PLO 4: Teamwork

Students will interact and collaborate effectively with others to achieve a common business purpose or fulfil a common business project, and reflect critically on the process and the outcomes.

PLO 5: Responsible business practice

Students will develop and be committed to responsible business thinking and approaches, which are underpinned by ethical professional practice and sustainability considerations.

PLO 6: Global and cultural competence

Students will be aware of business systems in the wider world and actively committed to recognise and respect the cultural norms, beliefs and values of others, and will apply this knowledge to interact, communicate and work effectively in diverse environments.

PLO 7: Leadership development

Students will develop the capacity to take initiative, encourage forward thinking and bring about innovation, while effectively influencing others to achieve desired results.

These PLOs relate to undergraduate and postgraduate coursework programs.  Separate PLOs for honours and postgraduate research programs are included under 'Related Documents'.

Business School course outlines provide detailed information for students on how the course learning outcomes, learning activities, and assessment/s contribute to the development of Program Learning Outcomes.

RELATED DOCUMENTS

 

UNSW Graduate Capabilities

The Business School PLOs also incorporate UNSW graduate capabilities, a set of generic abilities and skills that all students are expected to achieve by graduation. These capabilities articulate the University’s institutional values, as well as future employer expectations.

UNSW Graduate CapabilitiesBusiness School PLOs
Scholars capable of independent and collaborative enquiry, rigorous in their analysis, critique and reflection, and able to innovate by applying their knowledge and skills to the solution of novel as well as routine problems.
  • PLO 1: Business knowledge
  • PLO 2: Problem solving
  • PLO 3: Business communication
  • PLO 4: Teamwork
  • PLO 7: Leadership development

Entrepreneurial leaders capable of initiating and embracing innovation and change, as well as engaging and enabling others to contribute to change
  • PLO 1: Business knowledge
  • PLO 2: Problem solving
  • PLO 3: Business communication
  • PLO 4: Teamwork
  • PLO 6: Global and cultural competence
  • PLO 7: Leadership development

Professionals capable of ethical, self-directed practice and independent lifelong learning
  • PLO 1: Business knowledge
  • PLO 2: Problem solving
  • PLO 3: Business communication
  • PLO 5: Responsible business practice

Global citizens who are culturally adept and capable of respecting diversity and acting in a socially just and responsible way.
  • PLO 1: Business knowledge
  • PLO 2: Problem solving
  • PLO 3: Business communication
  • PLO 4: Teamwork
  • PLO 5: Responsible business practice
  • PLO 6: Global and cultural competence

While our programs are designed to provide coverage of all PLOs and graduate capabilities, they also provide you with a great deal of choice and flexibility.  The Business School strongly advises you to choose a range of courses that assist your development against the seven PLOs and four graduate capabilities, and to keep a record of your achievements as part of your portfolio. You can use a portfolio as evidence in employment applications as well as a reference for work or further study. For support with selecting your courses contact the UNSW Business School Student Centre.




Academic Integrity and Plagiarism

Academic Integrity is honest and responsible scholarship. This form of ethical scholarship is highly valued at UNSW. Terms like Academic Integrity, misconduct, referencing, conventions, plagiarism, academic practices, citations and evidence based learning are all considered basic concepts that successful university students understand. Learning how to communicate original ideas, refer sources, work independently, and report results accurately and honestly are skills that you will be able to carry beyond your studies.

The definition of academic misconduct is broad. It covers practices such as cheating, copying and using another person’s work without appropriate acknowledgement. Incidents of academic misconduct may have serious consequences for students.

Plagiarism

UNSW regards plagiarism as a form of academic misconduct. UNSW has very strict rules regarding plagiarism. Plagiarism at UNSW is using the words or ideas of others and passing them off as your own. All Schools in the Business School have a Student Ethics Officer who will investigate incidents of plagiarism and may result in a student’s name being placed on the Plagiarism and Student Misconduct Registers.

Below are examples of plagiarism including self-plagiarism:

Copying: Using the same or very similar words to the original text or idea without acknowledging the source or using quotation marks. This includes copying materials, ideas or concepts from a book, article, report or other written document, presentation, composition, artwork, design, drawing, circuitry, computer program or software, website, internet, other electronic resource, or another person's assignment, without appropriate acknowledgement of authorship.

Inappropriate Paraphrasing: Changing a few words and phrases while mostly retaining the original structure and/or progression of ideas of the original, and information without acknowledgement. This also applies in presentations where someone paraphrases another’s ideas or words without credit and to piecing together quotes and paraphrases into a new whole, without appropriate referencing.

Collusion: Presenting work as independent work when it has been produced in whole or part in collusion with other people. Collusion includes:

  • Students providing their work to another student before the due date, or for the purpose of them plagiarising at any time
  • Paying another person to perform an academic task and passing it off as your own
  • Stealing or acquiring another person’s academic work and copying it
  • Offering to complete another person’s work or seeking payment for completing academic work

Collusion should not be confused with academic collaboration (i.e., shared contribution towards a group task).

Inappropriate Citation: Citing sources which have not been read, without acknowledging the 'secondary' source from which knowledge of them has been obtained.

Self-Plagiarism: ‘Self-plagiarism’ occurs where an author republishes their own previously written work and presents it as new findings without referencing the earlier work, either in its entirety or partially. Self-plagiarism is also referred to as 'recycling', 'duplication', or 'multiple submissions of research findings' without disclosure. In the student context, self-plagiarism includes re-using parts of, or all of, a body of work that has already been submitted for assessment without proper citation.

To see if you understand plagiarism, do this short quiz: https://student.unsw.edu.au/plagiarism-quiz

Cheating

The University also regards cheating as a form of academic misconduct. Cheating is knowingly submitting the work of others as their own and includes contract cheating (work produced by an external agent or third party that is submitted under the pretences of being a student’s original piece of work). Cheating is not acceptable at UNSW.

If you need to revise or clarify any terms associated with academic integrity you should explore the 'Working with Academic Integrity' self-paced lessons available at: https://student.unsw.edu.au/aim.

For UNSW policies, penalties, and information to help you avoid plagiarism see: https://student.unsw.edu.au/plagiarism as well as the guidelines in the online ELISE tutorials for all new UNSW students: http://subjectguides.library.unsw.edu.au/elise. For information on student conduct see: https://student.unsw.edu.au/conduct.

For information on how to acknowledge your sources and reference correctly, see: https://student.unsw.edu.au/referencing. If you are unsure what referencing style to use in this course, you should ask the lecturer in charge.


Student Responsibilities and Conduct

Students are expected to be familiar with and adhere to university policies in relation to class attendance and general conduct and behaviour, including maintaining a safe, respectful environment; and to understand their obligations in relation to workload, assessment and keeping informed.

Information and policies on these topics can be found on the 'Managing your Program' website.

Workload

It is expected that you will spend at least ten to twelve hours per week studying for a course except for Summer Term courses which have a minimum weekly workload of twenty to twenty four hours. This time should be made up of reading, research, working on exercises and problems, online activities and attending classes. In periods where you need to complete assignments or prepare for examinations, the workload may be greater. Over-commitment has been a cause of failure for many students. You should take the required workload into account when planning how to balance study with employment and other activities.

We strongly encourage you to connect with your Moodle course websites in the first week of semester. Local and international research indicates that students who engage early and often with their course website are more likely to pass their course.

View more information on expected workload

Attendance

Your regular and punctual attendance at lectures and seminars or in online learning activities is expected in this course. The Business School reserves the right to refuse final assessment to those students who attend less than 80% of scheduled classes where attendance and participation is required as part of the learning process (e.g., tutorials, flipped classroom sessions, seminars, labs, etc.).

View more information on attendance

General Conduct and Behaviour

You are expected to conduct yourself with consideration and respect for the needs of your fellow students and teaching staff. Conduct which unduly disrupts or interferes with a class, such as ringing or talking on mobile phones, is not acceptable and students may be asked to leave the class.

View more information on student conduct

Health and Safety

UNSW Policy requires each person to work safely and responsibly, in order to avoid personal injury and to protect the safety of others.

View more information on Health and Safety

Keeping Informed

You should take note of all announcements made in lectures, tutorials or on the course web site. From time to time, the University will send important announcements to your university e-mail address without providing you with a paper copy. You will be deemed to have received this information. It is also your responsibility to keep the University informed of all changes to your contact details.



Student Support and Resources

The University and the Business School provide a wide range of support services and resources for students, including:

Business School Education Quality and support Unit (EQS)
The EQS offers academic writing, study skills and maths support specifically for Business students. Services include workshops, online resources, and individual consultations.
Level 1, Room 1033, Quadrangle Building.
bschoolconsults@unsw.edu.au
02 9385 7577 or 02 9385 4508

Business School Student Centre
The Business School Student Centre provides advice and direction on all aspects of admission, enrolment and graduation.
Level 1, Room 1028 in the Quadrangle Building
02 9385 3189

UNSW Learning Centre
The UNSW Learning Centre provides academic skills support services, including workshops and resources, for all UNSW students. See their website for details.
Lower Ground Floor, North Wing Chancellery Building.
learningcentre@unsw.edu.au
02 9385 2060

Educational Support Service
Educational Support Advisors work with all students to promote the development of skills needed to succeed at university, whilst also providing personal support throughout the process. Check their website to request an appointment or to register in the Academic Success Program.
John Goodsell Building, Ground Floor.
advisors@unsw.edu.au
02 9385 4734

Library services and facilities for students
The UNSW Library offers a range of collections, services and facilities both on-campus and online.
Main Library, F21.
02 9385 2650

Moodle eLearning Support
Moodle is the University’s learning management system. You should ensure that you log into Moodle regularly.
externalteltsupport@unsw.edu.au
02 9385 3331

UNSW IT
UNSW IT provides support and services for students such as password access, email services, wireless services and technical support.
UNSW Library Annexe (Ground floor).
itservicecentre@unsw.edu.au
02 9385 1333

Disability Support Services
UNSW Disability Support Services provides assistance to students who are trying to manage the demands of university as well as a health condition, learning disability or who have personal circumstances that are having an impact on their studies. Disability Advisers can arrange to put in place services and educational adjustments to make things more manageable so that students are able to complete their course requirements. To receive educational adjustments for disability support, students must first register with Disability Services.
Ground Floor, John Goodsell Building.
disabilities@unsw.edu.au
02 9385 4734

UNSW Counselling and Psychological Services
Provides support and services if you need help with your personal life, getting your academic life back on track or just want to know how to stay safe, including free, confidential counselling.
Level 2, East Wing, Quadrangle Building.
counselling@unsw.edu.au
02 9385 5418


Search Degrees

Find a degree or course



FINS5591