Course

Research Methods in Finance 2 - FINS4779

Faculty: UNSW Business School

School: School of Banking and Finance

Course Outline: FINS4779 Course Outline

Campus: Sydney

Career: Undergraduate

Units of Credit: 6

EFTSL: 0.12500 (more info)

Indicative Contact Hours per Week: 3

Enrolment Requirements:

Prerequisite or corequisite: FINS3775 or FINS4775

Equivalent: FINS5579

CSS Contribution Charge: 2 (more info)

Tuition Fee: See Tuition Fee Schedule

Further Information: See Class Timetable

View course information for previous years.

Description

An advanced course on empirical research in finance covering econometric methods, data management, data collection, and programming. The course will establish a unified framework for analyzing three econometric methods (least squares regression, maximum likelihood, and generalized method of moments). The methods will be applied to topics in corporate finance (panel data and limited dependent variables models) and asset pricing. Principals of data management will cover appropriate use of database management systems, including SAS and SQL. The programming methods will emphasise structured, modular program design with applications to topics such as collecting data from the internet sources, natural language processing, Monte Carlo simulation, and numerical solution of partial differential equations. Specific topics will be selected to reflect student's interests.
Science students

Study Levels

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