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.

School Business

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.

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

Assessment

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.

Item Length Percent Threshold Individual/Group Task
Mid-term quiz 90 minutes 30 N Individual
Research project 4,500 words 20 N Group
Final examination 2 hours 50 N Individual

Prescribed Texts

  • Koop, Gary. 2006, Analysis of Financial Data, John Wiley and Sons Ltd, West Sussex, England.

Teaching Periods

2022 Quarter 1

Parramatta City - Macquarie St

Evening

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.

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