Note: This is an archived Handbook entry from 2008.Search for this in the current handbook
|Dates & Locations:|| |
This subject has the following teaching availabilities in 2008:Semester 2, - Taught on campus.
Timetable can be viewed here. For information about these dates, click here.
|Time Commitment:||Contact Hours: Three hours of lectures/seminars/tutorials per week |
Total Time Commitment: Not available
|Prerequisites:||316-317 Econometrics or an honours grade in 316-316 Basic Econometrics. Some familiarity with the principles of financial analysis is desirable.|
|Recommended Background Knowledge:||None|
|Non Allowed Subjects:||None|
|Core Participation Requirements:||
For the purposes of considering request for Reasonable Adjustments under the Disability Standards for Education (Cwth 2005), and Student Support and Engagement Policy, academic requirements for this subject are articulated in the Subject Overview, Learning Outcomes, Assessment and Generic Skills sections of this entry.
It is University policy to take all reasonable steps to minimise the impact of disability upon academic study, and reasonable adjustments will be made to enhance a student's participation in the University's programs. Students who feel their disability may impact on meeting the requirements of this subject are encouraged to discuss this matter with a Faculty Student Adviser and Student Equity and Disability Support: http://services.unimelb.edu.au/disability
|Subject Overview:|| |
This subject presents an econometric treatment of topics in finance. Normally the finance topics will include portfolio theory, capital asset pricing models, arbitrage pricing theory, efficient markets hypothesis, covered interest parity, term structure of interest rates, and option pricing models. The econometrics topics will include unit roots, cointegration, ARCH modelling, structural change, and regime-switching. The computer software used is Eviews.
|Assessment:||A 2-hour end-of-semester examination (50%) and empirical assignments totalling not more than 3000 words (50%).|
|Recommended Texts:|| |
Information Not Available
|Breadth Options:|| |
This subject is not available as a breadth subject.
|Fees Information:||Subject EFTSL, Level, Discipline & Census Date|
|Generic Skills:|| |
Students may not gain credit for both 316-449 Financial Econometrics and 316-673 Financial Econometrics.
Master of Financial Management |
Postgraduate Diploma In Economics
Postgraduate Diploma in Finance
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