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ECON374 Econometric Analysis of Financial Markets

Updated: 27 November 2006
Credit Points 6
Offering
Responsible Campus Teaching Period Mode of Study
Armidale Semester 1 On Campus
Online level Level C - Internet access required
Intensive School(s) None
Supervised Exam June
Pre-requisites QM 161
Co-requisites None
Restrictions ECON 474
Notes None
Combined Units ECON474 - Econometric Analysis of Financial Markets
Coordinator(s) Renato Villano (rvillan2@une.edu.au)
Unit Description

This unit comprises up to 26 lecture hours and up to 26 lab/workshop hours. It will provide students who pursue careers in the finance industry with the statistical tools needed to track the performance and volatility of financial markets and instruments in equities, futures, options, bonds and currencies. It will also provide students with an understanding of models used to value financial assets. Students will deal with real market data and problems faced by fund managers and bond and currency dealers. They will use the capital asset pricing model, the arbitrage pricing model and derivative valuation models, as well as time series models for the analysis of market data.

Prescribed Material
Mandatory
Textbook information is only available from 2008 units onwards.
Recommended Material
Optional
Textbook information is only available from 2008 units onwards.
Disclaimer Offer of some subjects is subject to viability. Information in these unit descriptions is subject to change prior to commencement of semester.
   

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