FINC 7006 Financial Modelling
Credit Points 10
Legacy Code 51054
Coordinator Maria Varua Opens in new window
Description This unit is essential in preparing students for applied financial analysis and modelling applications used extensively in a number of postgraduate finance units. 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.
Student Contribution Band HECS Band 4 10cp
Check your HECS Band contribution amount via the Fees page.
Level Postgraduate Coursework Level 7 subject
Restrictions Students must be enrolled in a postgraduate Business program.
- Undertake tests of economic and financial hypotheses using empirical data and summarise their results in a sensible reporting format;
- Apply quantitative analysis techniques;
- Implement the basic elements of financial modelling and forecasting;
- Use computer software to analyse financial problems;
- Demonstrate ability to construct financial models.
Introduction to Simple Regression
Regression with Dummy Variables
Regression with Lagged Explanatory Variables
Univariate Time Series Analysis
Regression with Time Series Variables
Revision and writing an Empirical Project
The following table summarises the standard assessment tasks for this subject. Please note this is a guide only. Assessment tasks are regularly updated, where there is a difference your Learning Guide takes precedence.
|Mid-term quiz||90 minutes||30||N||Individual|
|Research project||4,500 words||20||N||Group|
|Final examination||2 hours||50||N||Individual|
- Koop, Gary. 2006, Analysis of Financial Data, John Wiley and Sons Ltd, West Sussex, England.
2022 Quarter 1
Parramatta City - Macquarie St
Subject Contact Maria Varua Opens in new window
Attendance Requirements 80% attendance rate is imposed in all core subjects’ due to the nature of class activities that are aligned with subject assessments.