Overview
Offerings
Requisites
Contacts
Chief Examiner(s)
Notes
IMPORTANT NOTICE:
Scheduled teaching activities and/or workload information are subject to change in response to COVID-19, please check your Unit timetable and Unit Moodle site for more details.
Learning outcomes
assess the time series and distributional properties of financial data
evaluate the risk-return relationship among financial assets
estimate the long run relationship among financial time series and test market hypotheses arising in finance
analyse and model the volatility of financial returns and estimated value at risk and relate measures
demonstrate the ability to generate and analyse computer output
critically analyse the application of principles underlying quantitative methods in finance.
Teaching approach
Assessment
Scheduled and non-scheduled teaching activities
Workload requirements
Other unit costs
Costs are indicative and subject to change.
Electronics, calculators and tools: $40