Credit Points 10

Legacy Code 51054

Coordinator Rachel Reyes Opens in new window

Description This subject is essential in preparing students for applied financial analysis and modelling applications used extensively in a number of postgraduate finance subjects. It familiarises students with the strengths and limitations of contemporary quantitative modelling techniques using multivariate statistical procedures and optimisation approaches. Students are also familiarised with relevant software.

School Business

Discipline Banking, Finance And Related Fields

Student Contribution Band HECS Band 4 10cp

Level Postgraduate Coursework Level 7 subject

Restrictions

Students must be enrolled in a postgraduate Business program.

Learning Outcomes

On successful completion of this subject, students should be able to:

1. Undertake tests of economic and financial hypotheses using empirical data and summarise their results in a sensible reporting format;
2. Apply quantitative analysis techniques;
3. Implement the basic elements of financial modelling and forecasting;
4. Use computer software to analyse financial problems;
5. Demonstrate ability to construct financial models.

Subject Content

Introduction to Financial Modelling and Financial Data
Correlation Analysis
Introduction to Simple Regression
Multiple Regressions
Regression with Dummy Variables
Regression with Lagged Explanatory Variables
Univariate Time Series Analysis
Regression with Time Series Variables
Financial Volatility
Revision and writing an Empirical Project