Note: This is an archived Handbook entry from 2013.
|Dates & Locations:|| |
This subject is not offered in 2013.
|Time Commitment:||Contact Hours: Three hours of lectures per week |
Total Time Commitment: Not available
Admission into BH-COM or BH-ARTS (Economics) and either an Honours grade in ECOM30001 Basic Econometrics or:
Study Period Commencement:
Not offered in 2013
|Recommended Background Knowledge:|| |
Please refer to Prerequisites and Corequisites.
|Non Allowed Subjects:|
|Core Participation Requirements:||
For the purposes of considering requests for Reasonable Adjustments under the Disability Standards for Education (Cwth 2005), and Students Experiencing Academic Disadvantage Policy, academic requirements for this subject are articulated in the Subject Description, Subject Objectives, Generic Skills and Assessment Requirements for this entry.
The University is dedicated to provide support to those with special requirements. Further details on the disability support scheme can be found at the Disability Liaison Unit website: http://www.services.unimelb.edu.au/disability/
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.
A 2-hour end-of-semester examination (50%) and empirical assignments totalling not more than 3000 words (50%).
|Prescribed Texts:|| |
You will be advised of prescribed texts by your lecturer.
|Breadth Options:|| |
This subject is not available as a breadth subject.
|Fees Information:||Subject EFTSL, Level, Discipline & Census Date|
Master of Finance |
Postgraduate Diploma in Finance
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