ECON374 Econometric Analysis of Financial Markets
| Credit Points | 6 | |||||||||
| Offering |
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| Online level | N/A | |||||||||
| Residential School(s) | None | |||||||||
| Exam | November | |||||||||
| Pre-requisites |
QM 161 |
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| Co-requisites | None | |||||||||
| Restrictions |
ECON 474 |
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| Notes | None | |||||||||
| Combined Units |
ECON474 - Econometric Analysis of Financial Markets |
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| Coordinator(s) | Luis Morales (emorales@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. |
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| Prescribed Material Mandatory |
Text(s):Note: Students are expected to purchase prescribed material
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| Recommended Material Optional |
None | |||||||||
| Disclaimer | Offer of some subjects is subject to viability. Information in these unit descriptions is subject to change prior to commencement of semester. |