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ECON374 Econometric Analysis of Financial Markets

Updated: 29 September 2009
Credit Points 6
Offering
Responsible Campus Teaching Period Mode of Study Online Level
Armidale Semester 2 On Campus C - Internet access required
Armidale Semester 2 Off Campus C - Internet access required
Intensive School(s) None
Supervised Exam There is a UNE Supervised Examination held at the end of the teaching period in which you are enrolled.
Pre-requisites QM161
Co-requisites None
Restrictions ECON474
Notes None
Combined Units ECON474 - Econometric Analysis of Financial Markets
Coordinator(s) Nam Hoang (nam.hoang@une.edu.au)
Unit Description

This unit 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.

Materials Text information will be published prior to commencement of the teaching period.
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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