Key facts
UNE unit code: ECON374
*You are viewing the 2025 version of this unit which may be subject to change in future.
- Not offered in 2025
- Armidale Campus
- UNE Sydney Campus
- Yes
- No
- Yes
- 6
Unit information
Enhance your career in finance or business by learning the specific econometric tools needed to track the performance and volatility of financial markets and instruments in equities, futures, options, bonds and currencies.
In this unit, you will explore real-world problems faced by fund managers, future traders, and bond and currency dealers as you hone your understanding of the models used to value financial assets.
You will analyse financial market data using the capital asset pricing model, the arbitrage pricing model and derivative valuation models, as well as time series models.
Intensive schools
There are no intensive schools required for this unit.
Enrolment rules
Notes
Eviews software needed for this unit.
This unit is offered in even-numbered years.
Please refer to the student handbook for current details on this unit.
Unit coordinator(s)
Learning outcomes
Upon completion of this unit, students will be able to:
- recognise and evaluate the nature and characteristics of financial data;
- demonstrate a specialist understanding of standard models used for valuation of capital assets, common stocks, bonds, options, and futures;
- critically evaluate measures of volatility in financial time series; and
- demonstrate knowledge and awareness of the software available for statistical analysis of financial markets.
Assessment information
Assessments are subject to change up to 8 weeks prior to the start of the teaching period in which you are undertaking the unit.
| Title | Must Complete | Weight | Offerings | Assessment Notes |
|---|---|---|---|---|
| Assignment 1 | No | 20% | All offerings | Problem solving. Word length not applicable owing to the statistical nature of the assignment. |
| Assignment 2 | No | 20% | All offerings | Problem solving. Word length not applicable owing to the statistical nature of the assignment. |
| Final Examination | Yes | 60% | All offerings | Students must obtain at least 40% in the final exam and 50% overall to receive a pass (or better) in the unit. |
Learning resources
Textbooks are subject to change up to 8 weeks prior to the start of the teaching period in which you are undertaking the unit.
Note: Students are expected to purchase prescribed material. Please note that textbook requirements may vary from one teaching period to the next.
Introductory Econometrics for Finance
ISBN: 9781108436823
Brooks, C., Cambridge University Press 4th ed. 2019
Text refers to: All offerings
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