Note: This is an archived Handbook entry from 2015.
|Dates & Locations:|| |
This subject has the following teaching availabilities in 2015:Semester 1, Parkville - Taught on campus.
Semester 2, Parkville - Taught on campus.
Timetable can be viewed here. For information about these dates, click here.
|Time Commitment:||Contact Hours: Three hours per week of lectures and tutorials |
Total Time Commitment:
Estimated total time commitment of 120 hours per semester
ECON20003 Quantitative Methods 2 or equivalent. This subject is only available to those students who would satisfy the entry requirements for the Graduate Diploma in Finance or the Master of Finance.
Study Period Commencement:
Summer Term, Semester 1, Semester 2
|Recommended Background Knowledge:|| |
|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/
CoordinatorDr Barry Rafferty
This course is concerned with the application of quantitative tools to model, estimate and forecast financial variables. Topics considered include: the analysis of the properties of financial data (such as non-normality and non-stationarity); the application of estimation methods (such as unit roots and cointegration) to test the rational valuation model of share prices; the application of the GARCH class of models to estimate volatility and to test the capital asset pricing model.
On successful completion of this subject students should be able to:
|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|
On successful completion of this subject, students should have improved the following generic skills:
This subject is only available to students in the Postgraduate Diploma in Finance or the first year of the Master of Finance.
Graduate Diploma in Finance |
Master of Finance
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